Briefing Notes

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2020 EU-wide Stress Test – Treatment of Balance-Sheet Synthetic securitisation allocated to Risk Bucket 3

CRR3 – Sustainable Finance

CRR3 - SA-CCR: Increasing risk sensitivity and reflecting market developments

CRR3 - An efficient, forward-looking framework for Operational Risk

CRR3 - Output Floor: Implementation as a genuine backstop

CRR3 - Market Risk: A granular implementation of the FRTB

CRR3 - Credit Valuation Adjustment (CVA) Risk: Risk weight granularity, index hedges and alignment with accounting CVA

CRR3: A Risk-Sensitive and Proportional Approach to the Credit Risk Framework

CRR3: Implementation of Basel III reforms in Europe in the context of Covid-19

CRR3 - Prudential Levers for the Capital Markets Union