Brief comment on my post: EBA publishes standards on NPL, etc

Apparently EBA chose a relatively friendly route here, as it offers banks to report NPL and forbearance via FINREP, a reporting tool that is close to financial reporting. Bank also will have to report via COREP, and COREP determines the solvency calculations of banks directly. Here is EBA’s justification for not tampering with the solvency… Read More Brief comment on my post: EBA publishes standards on NPL, etc

Jay! EBA publishes standards on NPL, Forbearance, and AQR

The European Banking Authority (EBA) released today its final technical standards on supervisory reporting on Non-Performing Exposures and Forbearance, which will provide consistent indicators of asset quality of banks across the European Union. The EBA also issued recommendations on asset quality reviews (AQRs) aimed at supporting existing and/or planned reviews across the EU. See link… Read More Jay! EBA publishes standards on NPL, Forbearance, and AQR

Please bear with me

Just to let you know that I’m working on an academic paper on regulatory deductions from bank capital. How they don’t really work. May post it later this month. In the meanwhile also working on a new blog post on Basel III grandfathering rules (and the success of EBA), expect this Sunday.