Regulatory

Modul 5: Reporting für Marktrisiken, Gegenparteiausfallrisiken, CVA-Risiken und Prudent Valuation

EBA-Leitlinie zur Bestimmung der Materialität von CVA-Risiken aus Wertpapierfinanzierungsgeschäften

All institutions in scope should be positioned to submit their respective Pillar 3 reports by the end of 2025 or early 2026.

The draft ITS specifies the new requirements for the implementation of Articles 449a, 449b and 438, which have been newly added or revised by CRR III.

An interactive and in-depth overview of CRR 3’s main revisions and implications.

The new disclosure requirements include detailed mappings to reporting requirements for the output floor, credit risk, market risk, CVA, operational Risk, and newly added crypto assets.