EBA Discussion Paper – Implementation in the European Union of the revised market risk and counterparty credit risk frameworks

The European Banking Association (EBA) has published a discussion paper (EBA/DP/2017/04) on the EU implementation of the revised market risk and counterparty credit risk frameworks.

The discussion paper focuses on the implementation issues that are expected to have a significant impact on banks implementing the standardised approach for counterparty credit risk (SA-CCR) and/or the fundamental review of the trading book (FRTB) frameworks, due to the need to introduce changes to infrastructures, IT systems, data management, pricing models or approximating techniques.

The deadline for comments is 15 March 2018.