EAA response to the European Banking Authority’s (EBA) Consultation Paper published on 6th July 2015
The consultation proposes Regulatory Technical Standards (RTS) on the conditions that competent authorities would have to take into account when tightening capital requirements for mortgage exposures. The proposed RTS illustrate the conditions, as well as financial stability considerations, that would ensure a harmonised approach in setting higher risk weights and higher minimum loss given default (LGD) values.
For further information, please contact:
Dr. Andreas Bücker
EAA - European AVM Alliance