September 06, 2018

EBA released two sets of templates for use in the 2018 impact assessment of the finalized Basel III standards. These two sets of quantitative impact study (QIS) templates, which build on the Basel III regular monitoring templates, will ensure that the data collection burden is proportionate to the institution size and complexity. The exercise is targeted at banks under the Capital Requirements Directive and Regulation (CRD IV and CRR).

Following the Call for Advice from EC on the European impact and implementation of the revisions to the Basel III standards agreed by BCBS in December 2017, EBA launched, on August 13, 2018, a data collection exercise, which runs in parallel with Q2 2018 EBA-BCBS Basel III regular monitoring exercise. To ensure that this data collection, which covers a wider sample of institutions, remains proportionate to the size and complexity of each institution, EBA distributed two different types of QIS templates, which build on and expand the EBA-BCBS Basel III regular monitoring templates: 

  • The "full" template was distributed to all banks participating in the Q2 2018 EBA-BCBS monitoring exercise and to those banks that only participate in the Call for Advice data collection that are large (as defined by tier 1 capital higher than EUR 1.5 billion). 
  • The "reduced" template was distributed to banks participating only in the Call for Advice data collection that are medium or small (as defined by tier 1 capital equal or lower than EUR 1.5 billion).

 

Related Links

Keywords: Europe, EU, Banking, Basel III, QIS, Impact Assessment, QIS Templates, CRD IV, CRR, Proportionality, EBA

Related Articles
News

US Agencies Adopt Rule to Exclude Community Banks from Volcker Rule

US Agencies (CFTC, FDIC, FED, OCC, and SEC) adopted a final rule to exclude community banks from the Volcker Rule, in line with amendments to certain sections of the Economic Growth, Regulatory Relief, and Consumer Protection (EGRRCP) Act.

July 22, 2019 WebPage Regulatory News
News

US Agencies Adopt Amendments to Simplify Regulatory Capital Rules

US Agencies (FDIC, FED, and OCC) adopted a final rule that reduces regulatory burden by simplifying several requirements in the regulatory capital rules for banks.

July 22, 2019 WebPage Regulatory News
News

IA of Hong Kong Delegates Inspection and Investigation Powers to HKMA

HKMA and IA of Hong Kong jointly issued a statement announcing the delegation of the inspection and investigation powers of IA to HKMA, pursuant to the statutory regulatory regime for insurance intermediaries under the Insurance Ordinance.

July 19, 2019 WebPage Regulatory News
News

FSB Extends Implementation Timeline for Policy Recommendations on SFTs

FSB announced adjustments to the implementation timelines for its recommendations on securities financing transactions (SFTs), specifically those related to the minimum haircut standards for non-centrally cleared SFTs.

July 19, 2019 WebPage Regulatory News
News

EBA Single Rulebook Q&A: Third Update for July 2019

EBA published answers to six questions under the Single Rulebook question and answer (Q&A) tool this week.

July 19, 2019 WebPage Regulatory News
News

EBA Report Assesses Regulatory Framework for Fintech Activities

EBA published the findings of its analysis on the regulatory framework applicable to fintech firms when accessing the market.

July 18, 2019 WebPage Regulatory News
News

OSFI Revises Capital Requirements for Operational Risk for Banks

OSFI is revising its capital requirements for operational risk, in line with the final Basel III revisions published by BCBS in December 2017.

July 18, 2019 WebPage Regulatory News
News

OSFI Consults on Revised Principles for Management of Liquidity Risk

OSFI proposed revisions to Guideline B-6 on the principles for the management of liquidity risk.

July 18, 2019 WebPage Regulatory News
News

ESMA Guidance on Disclosures for Credit Rating Sustainability Issues

ESMA published the technical advice on sustainability considerations in the credit rating market, along with the final guidelines on disclosure requirements applicable to credit ratings.

July 18, 2019 WebPage Regulatory News
News

FASB Issues Q&A on Estimation of Expected Credit Losses by Firms

FASB issued a second question-and-answer (Q&A) document that addresses more than a dozen frequently asked questions related to the Accounting Standards Update No. 2016-13 titled “Financial Instruments—Credit Losses (Topic 326): Measurement of Credit Losses on Financial Instruments.”

July 17, 2019 WebPage Regulatory News
RESULTS 1 - 10 OF 3482