EBA seeks to tighten up uneven prudent value adjustments

Regulator to consult ‘soon’ on changes to improve consistency of capital deductions

Europlaza tower in Paris is home to the European Banking Authority
Europlaza tower in Paris is home to the European Banking Authority
Photo: 11h45_Paris La Defense

The European Banking Authority intends to consult soon on revising a regulatory technical standard (RTS) that sets out how banks determine a prudent haircut on the assets they hold at fair value, to reflect any discount that might be needed in order to sell them immediately.

“The EBA is going to come soon with a revised RTS on prudent valuation,” Marco Crotti, a policy expert at the European Banking Authority, told the Risk Live Europe event in Amsterdam on November 30. “The RTS on prudent

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