BETA

152 Amendments of Ville NIINISTÖ related to 2021/0342(COD)

Amendment 316 #
Proposal for a regulation
Recital 2
(2) To address those problems, provide legal certainty and signal our commitment to our international partners in the G20, it is of utmost importance to implement fairly, fully and timely the outstanding elements of the Basel III reform faithfully. At the same time, the implementation should avoid a significant increase in overall capital requirements for the EU banking system on the whole and take into account specificities of the EU economy. Where possible, adjustments to the international standards should be applied on a transitional basitake into account specificities of the EU economy, where there is sufficient and robust evidence that the international framework does not capture these specificities. The implementation should help avoid competitive disadvantages for EU institutions, in particular in the area of trading activities, where EU institutions directly compete with their international peers. Furthermore, the proposed approach should be coherent with the logic of the Banking Union and avoid further fragmentation of the Single Market for banking. Finally, it should ensure proportionality of the rules and aim at further reducing compliance costs, in particular for smaller institutions, without loosening the prudential standards.
2022/08/11
Committee: ECON
Amendment 320 #
Proposal for a regulation
Recital 5
(5) In order to avoid fragmentation of the internal market for banking, the approach for the output floor should be coherent with the principle of risk aggregation across different entities within the same banking group and the logic of consolidated supervision. At the same time, the output floor should address risks stemming from internal models in both home and host Member States. The output floor should therefore be calculated at the highest level of consolidation in the Union, whereas subsidiarieentity level but competent authorities may authorise institutions located in otheir Member States thanjurisdictions and that belong to a group with the EU parent should calculate, on a sub-consolidated basis, their contribution to the output floor requirement of the entire banking group. That approach should avoid unintended impacts and ensure a fair distribution of the additional capital required by the application of the output floor between group entities in home and host Member States according to their risk profileinstitution is also located in this Member State not to apply the output floor at their level, provided that the parent institution applies the output floor on a consolidated basis.
2022/08/11
Committee: ECON
Amendment 322 #
Proposal for a regulation
Recital 8
(8) For subordinated debt and equity exposures, a more granular and stringent risk weight treatment is necessary to reflect the higher loss risk of subordinated debt and equity exposures when compared to debt exposures, and to prevent regulatory arbitrage between the banking book and the trading book. Union institutions have long-standing, strategic equity investments in financial and non-financial corporates. As the standard risk weight for equity exposures increases over a 5-year transition period, existing strategic equity holdings in corporates and insurance undertakings under significant influence of the institution should be grandfathered to avoid disruptive effects and to preserve the role of Union institutions as long-standing, strategic equity investors. Given the prudential safeguards and supervisory oversight to foster financial integration of the financial sector, however, for equity holdings in other institutions within the same group or covered by the same institutional protection scheme, the current regime should be maintained. In addition, to reinforce private and public initiatives to provide long-term equity to EU corporates, be they listed or unlisted, investments should not be considered as speculative where they are made with the firm intention of the institution’s senior management to hold it for three or more years.
2022/08/11
Committee: ECON
Amendment 327 #
Proposal for a regulation
Recital 11
(11) Most EU corporates, however, do not seek external credit ratings, in particular due to cost considerations. To avoid disruptive impacts on bank lending to unrated corporates and to provide enough time to establish public or private initiatives aimed at increasing the coverage of external credit ratings, it is necessary to provide for a transitional period for such increase in the coverage. During that transitional period, institutions using IRB approaches should be able to apply a favourable treatment when calculating their output floor for investment grade exposures to unrated corporates, whilst initiatives to foster widespread use of credit ratings should be established. That transitional arrangement should be coupled with a report prepared by the European Banking Authority (‘EBA’). After the transition period, institutions should be able to refer to credit assessments by ECAIs to calculate the capital requirements for most of their corporate exposures. To inform any future initiative on the set-up of public or private rating schemes, the European Supervisory Authorities (ESAs) should be requested to prepare a report on the impediments to the availability of external credit ratings by ECAIs, in particular for corporates, and on possible measures to address those impediments. In the meanwhile, the European Commission stands ready to provide technical support to Member States via its Technical Support Instrument in this area, e.g. to formulate strategies on increasing the rating- penetration of their unlisted corporates or to explore best practices on setting up entities capable of providing ratings or providing related guidance to corporates.
2022/08/11
Committee: ECON
Amendment 334 #
Proposal for a regulation
Recital 15
(15) To ensure that the impacts of the output floor on low-risk residential mortgage lending by institutions using IRB approaches are spread over a sufficiently long period and thus avoid disruptions to that type of lending that could be caused by sudden increases in own funds requirements, it is necessary to provide for a specific transitional arrangement. For the duration of the arrangement, when calculating the output floor, IRB institutions should be able to apply a lower risk weight to the part of their residential mortgage exposures that is considered secured by residential property under the revised SA-CR. To ensure that the transitional arrangement is available only to low-risk mortgage exposures, appropriate eligibility criteria, based on established concepts used under the SA-CR, should be set. The compliance with those criteria should be verified by competent authorities. Because residential real estate markets may differ from one Member States to another, the decision on whether to activate the transitional arrangement should be left to individual Member States. The use of the transitional arrangement should be monitored by EBA.deleted
2022/08/11
Committee: ECON
Amendment 340 #
Proposal for a regulation
Recital 17
(17) It is important to reduce the impact of cyclical effects on the valuation of property securing a loan and to keep capital requirements for mortgages more stable. A property’s value recognised for prudential purposes should therefore not exceed the average value of a comparablthe property measured over a sufficiently long monitoring period, unless modifications to that property unequivocally increase its value. To avoid unintended consequences for the functioning of the covered bond markets, competent authorities may allow institutions to revalue immovable property on a regular basis without applying those limits to value increaseswhen the institution first acquired this exposure. Modifications that improve the energy efficiency of buildings and housing units should be considered as value increasing.
2022/08/11
Committee: ECON
Amendment 341 #
Proposal for a regulation
Recital 19
(19) While the new standardised treatment for unrated specialised lending exposures laid down in Basel III standards is more granular than the current standardised treatment of exposures to corporates under this Regulation, the former is not sufficiently risk-sensitive to reflect the effects of comprehensive security packages and pledges usually associated with these exposures in the Union, which enable lenders to control the future cash flows to be generated over the life of the project or asset. Due to the lack of external rating coverage of specialised lending exposures in the Union, the treatment for unrated specialised lending exposures laid down in Basel III standards may also create incentives for institutions to stop financing certain projects or take on higher risks in otherwise similarly treated exposures which have different risk profiles. Whereas the specialised lending exposures are mostly financed by institutions using the IRB approach that have in place internal models for these exposures, the impact may be particularly significant in the case of ‘object finance’ exposures, which could be at risk for discontinuation of the activities, in the particular context of the application of the output floor. To avoid unintended consequences of the lack of risk- sensitivity of the Basel treatment for unrated object finance exposures, object finance exposures that comply with a set of criteria capable to lower their risk profile to ‘high quality’ standards compatible with prudent and conservative management of financial risks, should benefit from a reduced risk weight. EBA shall be entrusted to develop draft regulatory technical standards specifying the conditions for institutions to assign an object finance specialised lending exposure to the ‘high quality’ category with a risk weight similar to ‘high quality’ project finance exposures under the SA- CR. Institutions established in jurisdictions that allow the use of external ratings should assign to their specialised lending exposures the risk weights determined only by the issue- specific external ratings, as provided by the Basel III framework.
2022/08/11
Committee: ECON
Amendment 346 #
Proposal for a regulation
Recital 36
(36) The new standardised approach for operational risk introduced by the BCBS combines an indicator that relies on the size of the business of an institution with an indicator that takes into account the loss history of that institution. The revised Basel standards envisage a number of discretions on how the indicator that takes into account the loss history of an institution may be implemented. Jurisdictions may disregard historical losses for the calculation of operational risk capital for all relevant institutions, or may take historical loss data into account even for institutions below a certain business size. To ensure a level playing fielTo increase the risk sensitivity of the framework and to incentivise institutions to better manage and wmithin the Union and to simplify the calculation of operational risk capitaligate their risks, those dhiscretions should be exercised in a harmonised manner for the minimum own funds requirements by disregarding historical operational loss data for all institutionstorical loss factor should be implemented in the EU.
2022/08/11
Committee: ECON
Amendment 354 #
Proposal for a regulation
Recital 41
(41) As the transition of the Union economy towards a sustainable economic model is gaining momentum, sustainability risks become more prominent and will potentially require further consideration. It is therefore necessary to bring forward by 2 years EBA’s mandate to assess and report on whether a dedicated prudential treatment of exposures related to assets or activities substantially associated with environmental or social objectives would be justified. The EBA mandate is also broadened to assess the potential impact of biodiversity loss on financial stability.
2022/08/11
Committee: ECON
Amendment 355 #
Proposal for a regulation
Recital 41 a (new)
(41 a) According to the International Energy Agency, to reach the carbon neutrality objective by 2050, no new fossil fuel exploration and expansion can take place. This means that fossil fuel exposures represent a higher risk both at micro level, as the value of such assets is set to decrease over time, and at macro level as financing fossil fuel activities jeopardises the objective of maintaining the global rise of temperature below 1.5°C and therefore threatens the financial stability. The higher risks embedded in such exposure should be reflected in the prudential framework, as of now. Therefore, higher risk weights are set for exposures to existing fossil fuel exposures and exposures to new fossil fuel activities should be entirely equity funded.
2022/08/11
Committee: ECON
Amendment 371 #
Proposal for a regulation
Article 1 – paragraph 1 – point 1 – point b
Regulation (EU) No 575/2013
Article 4 – paragraph 1 – point 18 – introductory part
(18) ‘ancillary services undertaking’ means an undertaking the principal activity of which, whether provided to undertakings inside the group or to clients outside the group, the competent authority considers to beis any of the following:
2022/08/11
Committee: ECON
Amendment 383 #
Proposal for a regulation
Article 1 – paragraph 1 – point 1 – point g
Regulation (EU) No 575/2013
Article 4 – paragraph 1– point 27 – point g
(g) in point (27), point (c) isand (g) are deleted;
2022/08/11
Committee: ECON
Amendment 386 #
Proposal for a regulation
Article 1 – paragraph 1 – point 1 – point k
Regulation (EU) No 575/2013
Article 4 – paragraph 1– point 52
(52) ‘operational risk’ means the risk of loss resulting from inadequate or failed internal processes, people and systems or from external events, including but not limited to legal risk, model risk and ICT risk, but not strategic and reputational risk;;
2022/08/11
Committee: ECON
Amendment 390 #
Proposal for a regulation
Article 1 – paragraph 1 – point 1 – point l
(52a) ‘legal risk’ means risk of losses, including expenses, fines, penalties or punitive damages, caused by events that result in legal proceedings, including the following:
2022/08/11
Committee: ECON
Amendment 391 #
Proposal for a regulation
Article 1 – paragraph 1 – point 1 – point l
Regulation (EU) No 575/2013
Article 4 – paragraph 1 – point 52a – point d
(d) misconduct events, which are events that arise from wilful or negligent misconduct, including inappropriate supply of financial services or inadequate or lack of information provided to retail customers about the financial products sold by the institution; ;
2022/08/11
Committee: ECON
Amendment 393 #
Proposal for a regulation
Article 1 – paragraph 1 – point 1 – point l
Regulation (EU) No 575/2013
Article 4 – paragraph 1– point 52b – introductory part
(52b) ‘model risk’ means the risk of losses an institution may incur as a consequence of decisions that could be principally based on the output of internal models, due to errors in the design, development, implementation or, use or monitoring of such models, including the following:
2022/08/11
Committee: ECON
Amendment 396 #
Proposal for a regulation
Article 1 – paragraph 1 – point 1 – point l
Regulation (EU) No 575/2013
Article 4 – paragraph 1 – point 52c
(52c) ‘ICT risk’ means the risk of losses or potential losses related to any reasonably identifiable circumstance in relation to the use of network and information systems or communication technology, including breach of confidentiality, failure of systems, unavailability or lack of integrity of data and systems, and cyber riskwhich, if materialised, may compromise the security of the network and information systems, of any technology dependent tool or process, of operations and processes, or of the provision of services by producing adverse effects in the digital or physical environment;
2022/08/11
Committee: ECON
Amendment 401 #
Proposal for a regulation
Article 1 – paragraph 1 – point 1 – point l
Regulation EU 575/2013
Article 4 – paragraph 1– point 52d
(52d) ‘environmental, social or governance (ESG) risk’ means the risk of losses arising from any negative financial impact on the institution stemming from the current or prospective impacts of environmental, social or governance (ESG) factors on the institution’s counterparties or invested assets;
2022/08/11
Committee: ECON
Amendment 404 #
Proposal for a regulation
Article 1 – paragraph 1 – point 1 – point l
Regulation (EU) No 575/2013
Article 4 – paragraph 1 – point 52e – introductory part
(52e) ‘environmental risk’ means the risk of losses arising from any negative financial impact on the institution stemming from the current or prospective impacts of environmental factors on the institution’s counterparties or invested assets, including factors related to the transition towards the following environmental objectives:
2022/08/11
Committee: ECON
Amendment 407 #
Proposal for a regulation
Article 1 – paragraph 1 – point 1 – point l
Regulation (EU) No 575/2013
Article 4 – paragraph 1– point 52f
(52f) ‘physical risk’, as part of the overall environmental risk, means the risk of losses arising from any negative financial impact on the institution stemming from the current or prospective impacts of the physical effects of environmental factors on the institution’s counterparties or invested assets;
2022/08/11
Committee: ECON
Amendment 413 #
Proposal for a regulation
Article 1 – paragraph 1 – point 1 – point l
Regulation (EU) No 575/2013
Article 4 – paragraph 1– point 52g
(52g) ‘transition risk’, as part of the overall environmental risk, means the risk of losses arising from any negative financial impact on the institution stemming from the current or prospective impacts of the transition of business activities and sectors to an environmentally sustainable economy on the institution’s counterparties or invested assets;
2022/08/11
Committee: ECON
Amendment 416 #
Proposal for a regulation
Article 1 – paragraph 1 – point 1 – point l
Regulation (EU) No 575/2013
Article 4 – paragraph 1 – point 52h
(52h) ‘social risk’ means the risk of losses arising from any negative financial impact on the institution stemming from the current or prospective impacts of social factors on its counterparties or invested assets;
2022/08/11
Committee: ECON
Amendment 417 #
Proposal for a regulation
Article 1 – paragraph 1 – point 1 – point l
Regulation (EU) No 575/2013
Article 4 – paragraph 1 – point 52i
(52i) ‘governance risk’ means the risk of losses arising from any negative financial impact on the institution stemming from the current or prospective impacts of governance factors on the institution’s counterparties or invested assets;;
2022/08/11
Committee: ECON
Amendment 420 #
Proposal for a regulation
Article 1 – paragraph 1 – point 1 – point m
Regulation (EU) No 575/2013
Article 4 – paragraph 1 – point 54
(54) ‘probability of default’ or ‘PD’ means the probability of default of an obligor over a one-year period, and, in the context of dilution risk, the probability of dilution over thata one-year period;
2022/08/11
Committee: ECON
Amendment 422 #
Proposal for a regulation
Article 1 – paragraph 1 – point 1 – point m
Regulation (EU) No 575/2013
Article 4 – paragraph 1 – point 55
(55) ‘loss given default’ or ‘LGD’ means the expected ratio of the loss on an exposure related to a single facility due to the default of an obligor or facility to the amount outstanding at default, and, in the context of dilution risk, the loss given dilution meaning the expected ratio of the loss on an exposure due to dilution, to the amount outstanding according to the pledged or purchased receivable;
2022/08/11
Committee: ECON
Amendment 424 #
Proposal for a regulation
Article 1 – paragraph 1 – point 1 – point m
Regulation (EU) No 575/2013
Article 4 – paragraph 1 – point 56
(56) ‘conversion factor’ or ‘credit conversion factor’ or ‘CCF’ means the expected ratio of the currently undrawn amount of a commitment from a single facility that could be drawn from a single facility before default and that would therefore be outstanding at default to the currently undrawn amount of the commitment from that facility, the extent of the commitment being determined by the advised limit, unless the unadvised limit is higher;;
2022/08/11
Committee: ECON
Amendment 426 #
Proposal for a regulation
Article 1 – paragraph 1 – point 1 – point s
Regulation (EU) No 575/2013
Article 4 – paragraph 1 – point 75e
(75e) ‘exposure secured by residential property’, or ‘exposure secured by a mortgage on residential property’, or ‘exposure secured by residential property collateral’, or ‘exposure secured by residential immovable property’, means an exposure secured by a mortgage on residential property or secured by any other mechanisms other than mortgages but which are economically equivalent to mortgages and recognised as collateral on residential property under the applicable national law setting out the conditions for the establishment of those mechanismsresidential immovable property;
2022/08/11
Committee: ECON
Amendment 428 #
Proposal for a regulation
Article 1 – paragraph 1 – point 1 – point s
Regulation (EU) No 575/2013
Article 4 – paragraph 1 – point 75e
(75f) ‘exposure secured by commercial immovable property’, or ‘exposure secured by a mortgage on commercial immovable property’, or ‘exposure secured by commercial immovable property collateral’ means an exposure secured by a mortgage on commercial immovable property or secured by any other mechanisms other than mortgages but which are economically equivalent to mortgages and recognised as collateral on commercial immovable property under the applicable national law setting out the conditions for the establishment of those mechanisms;
2022/08/11
Committee: ECON
Amendment 429 #
Proposal for a regulation
Article 1 – paragraph 1 – point 1 – point s
Regulation (EU) No 575/2013
Article 4 – paragraph 1 – point 75g
(75g) ‘exposure secured by immovable property’, or ‘exposure secured by a mortgage on immovable property’, or ‘exposure secured by immovable property collateral’ means an exposure secured by a mortgage on residential or commercial immovable property or secured by any other mechanisms other than mortgages but which are economically equivalent to mortgages and recognised as collateral on immovable property under the applicable national law setting out the conditions for the establishment of those mechanisms;;
2022/08/11
Committee: ECON
Amendment 451 #
Proposal for a regulation
Article 1 – paragraph 1 – point 1 – point y a (new)
Regulation (EU) No 575/2013
Article 4 – paragraph 1 – point 152 a (new)
(y a) the following point is inserted: ‘(152a) ‘fossil fuel sectors’ means sectors of the economy which produce, process, store or use fossil fuels as defined in Article 2, point (62) of Regulation EU 2018/1999 of the European Parliament and the Council;
2022/08/11
Committee: ECON
Amendment 454 #
Proposal for a regulation
Article 1 – paragraph 1 – point 1 – point y b (new)
Regulation (EU) No 575/2013
Article 4 – paragraph 1 – point 152 b (new)
(y b) the following point is inserted: (152b) ‘companies active in the fossil fuel sector’ means companies that derive any revenues from exploration, mining, extraction, production, processing, storage, refining or distribution, including transportation, storage, use and trade, of fossil fuels as defined in Article 2, point (62), of Regulation (EU) 2018/1999 of the European Parliament and of the Council
2022/08/11
Committee: ECON
Amendment 455 #
Proposal for a regulation
Article 1 – paragraph 1 – point 1 – point y c (new)
Regulation (EU) No 575/2013
Article 4 – paragraph 1 – point 152 c (new)
(y c) the following point is added: (152c) 'non-bank financial intermediary' means an undertaking that carries out one or more credit intermediation activities and that is not an undertaking listed in Annex III a (new).
2022/08/11
Committee: ECON
Amendment 456 #
Proposal for a regulation
Article 1 – paragraph 1 – point 1 a (new)
Regulation (EU) No 575/2013
Article 4 – paragraph 4 a (new)
(1 a) in Article 4, the following paragraph is added: ‘4a. The EBA shall develop guidelines specifying which activities are considered similar as those mentioned in points (a) and (b) of point (18) of paragraph 1 of this Article.
2022/08/11
Committee: ECON
Amendment 457 #
Proposal for a regulation
Article 1 – paragraph 1 – point 2 – point b
Regulation (EU) No 575/2013
Article 5 – point 8
(8) ‘small and medium-sized enterprise’ or ‘SME’ means for the purpose of this Regulation a company, enterprise or undertaking which, according to the last consolidated accounts, has an annual turnover not exceeding EUR 50 000 000;’
2022/08/11
Committee: ECON
Amendment 478 #
Proposal for a regulation
Article 1 – paragraph 1 – point 9
Regulation (EU) No 575/2013
Article 34 – paragraph 4
EBA, in consultation with the ECB and the ESMA, shall develop draft regulatory technical standards to specify the indicators and conditions that EBA will use to determine the extraordinary circumstances referred to in the second paragraph and to specify the reduction of the total aggregated additional value adjustments referred to in that paragraph.
2022/08/11
Committee: ECON
Amendment 505 #
Proposal for a regulation
Article 1 – paragraph 1 – point 13
Regulation (EU) No 575/2013
Article 49 – paragraph 4
(13) in Article 49, paragraph 4 is replaced by the following: ‘ 4. The holdings in respect of which deduction is not made in accordance with paragraph 1 shall qualify as exposures and shall be risk weighted in accordance with Part Three, Title II, Chapter 2. The holdings in respect of which deduction is not made in accordance with paragraphs 2 or 3 shall qualify as exposures and shall be risk weighted at 100 %.; ’deleted
2022/08/11
Committee: ECON
Amendment 592 #
Proposal for a regulation
Article 1 – paragraph 1 – point 23 – point a
Regulation (EU) No 575/2013
Article 92 – paragraph 3 – point a – introductory part
(a) a stand-alone institution in the EU and, for the purposes of complying with the obligations of this Regulation on the basis of its consolidated situation in accordance with Part One, Title II, Chapter 2, an EU parent institution, an EU parent financial holding company and an EU parent mixed financial holding companyinstitutions shall calculate the total risk exposure amount as follows:
2022/08/11
Committee: ECON
Amendment 614 #
Proposal for a regulation
Article 1 – paragraph 1 – point 23 – point a
Regulation (EU) No 575/2013
Article 92 – paragraph 3 – point b
(b) for the purposes set out in points (i) and (ii),by way of derogation of paragraph a), competent authorities may authorise institutions in their jurisdiction that are part of a group with the parent institution also located in this Member State to use for their total risk exposure amount shall be calculated in accordance with paragraph 6: (i) institution in a Member State, for the purthe un-floored total risk amount, provided that the parent institution calculates its total risk exposure amount in accordance with paragraph a) on a consolidated basis. in case of a stand-alone subsidiary in case of a parent institution in a To authorise institutions to calculate their risk exposures of complying with obligations of this Regin accordance with point b), competent authorities should take into account at least the following elements: i) the risk faced by the institution would still be properly reflected in the calculation onf its individual basisrisk exposure amount; (ii) Member State, a parent financial holding company in a Member State or a parent mixed financial holding company in a Member State, for the purposes of complying with obligations of this Regulation on the basis of its consolidated situation;the institution would still remain sufficiently capitalised to cope with adverse economic conditions; iii) the application of the discretion does not jeopardise the level playing field between institutions. By 12 months after the entry into force of this Regulation, EBA shall issue guidelines, in accordance with Article 16 of Regulation (EU) No 1093/2010 on the conditions and criteria competent authorities should apply when authorising institutions to calculate their risk exposure in accordance with point b) of this paragraph.
2022/08/11
Committee: ECON
Amendment 618 #
Proposal for a regulation
Article 1 – paragraph 1 – point 23 – point a
Regulation (EU) No 575/2013
Article 92 – paragraph 3 – point c
(c) for the purposes of complying with the obligations of this Regulation on an individual basis, the total risk exposure amount of an institution which is neither a stand-alone institution in the EU nor a stand-alone subsidiary institution in a Member State shall be the un-floored total risk exposure amount calculated in accordance with paragraph 4.deleted
2022/08/11
Committee: ECON
Amendment 636 #
Proposal for a regulation
Article 1 – paragraph 1 – point 23 – point b
Regulation (EU) No 575/2013
Article 92 – paragraph 6
6. The total risk exposure amount of an entity ‘i’ for the purposes set out in paragraph 3, point (b), shall be calculated as follows: null where: i = the index that denotes the entity; TREAi = the total risk exposure amount of entity i; U-TREAi = the un-floored total risk exposure amount of entity i calculated in accordance with paragraph 4; DIconso = any positive difference between the total risk exposure amount and the un-floored total risk exposure amount for the consolidated situation of the EU parent institution, EU parent financial holding company or EU parent mixed financial holding company of the group that entity i is part of, calculated as follows: null where: U-TREA = the un-floored total risk exposure amount calculated in accordance with paragraph 4 for that EU parent institution, EU parent financial holding company or EU parent mixed financial holding company on the basis of its consolidated situation; TREA = the total risk exposure amount calculated in accordance with paragraph 3, point (a), for that EU parent institution, EU parent financial holding company or EU parent mixed financial holding company on the basis of its consolidated situation. Contribconsoi = the contribution of entity i, calculated as follows: null where: j = the index that denotes all entities that are part of the same group as entity i for the consolidated situation of the EU parent institution, EU parent financial holding company or EU parent mixed financial holding company; U-TREAj = the un-floored total risk exposure amount calculated by entity j in accordance with paragraph 4 on the basis of its consolidated situation or, in case entity j is a stand-alone subsidiary institution in a Member State, on its individual basis; F-TREAj = the floored total risk exposure amount of entity j calculated on the basis of its consolidated situation as follows: null where: F-TREAj = the floored total risk exposure amount calculated by entity j on the basis of its consolidated situation or, in case entity j is a stand-alone subsidiary institution in a Member State, for its individual basis; S-TREAj = the standardised total risk exposure amount calculated in accordance with paragraph 5 by entity j on the basis of its consolidated situation or, in case entity j is a stand-alone subsidiary institution in a Member State, for its individual basis; x = 72,5 %.deleted
2022/08/11
Committee: ECON
Amendment 644 #
Proposal for a regulation
Article 1 – paragraph 1 – point 26
Regulation EU 575/2013
Article 104 – paragraph 1 – subparagraph 1a (new)
An institution shall have in place an independent risk control unit which evaluates on a continuous basis the instruments in and outside the trading books and assess whether its instruments are being properly designated as trading or non-trading instruments.
2022/08/11
Committee: ECON
Amendment 654 #
Proposal for a regulation
Article 1 – paragraph 1 – point 32
Regulation (EU) No 575/2013
Article 108 – paragraph 3 – introductory part
3. Subject to the conditions set out in paragraph 4, retail loaloans to natural persons may be regarded as exposures secured by a mortgage on residential property, instead of being treated as guaranteed exposures, for the purposes of Part three, Title II, Chapters 2, 3 and 4 as applicable, where in a Member State the following conditions for those retail loans have been fulfilled:
2022/08/11
Committee: ECON
Amendment 655 #
Proposal for a regulation
Article 1 – paragraph 1 – point 32
Regulation (EU) No 575/2013
Article 108 – paragraph 3 – point b
(b) the majority of loans to individualnatural persons for the purchase of residential properties in that Member State are guaranteed by a guarantor with a credit assessment by an nominated ECAI corresponding to a credit quality step of 1 or 2, that is required to repay the institution in full where the original borrower defaults;
2022/08/11
Committee: ECON
Amendment 659 #
Proposal for a regulation
Article 1 – paragraph 1 – point 32
Regulation (EU) No 575/2013
Article 108 – paragraph 4 – point h
(h) the institution that decides to exercise the option provided for in paragraph 3 for a given eligible guarantor under the mechanism referred to in paragraph 3, shall do so for all its retailnatural persons exposures guaranteed by that guarantor under that mechanism.;
2022/08/11
Committee: ECON
Amendment 673 #
Proposal for a regulation
Article 1 – paragraph 1 – point 36 a (new)
Regulation (EU) No 575/2013
Article 116 – paragraph 4 – subparagraph 1a (new)
(36 a) in Article 116(4) the following subparagraph is added: ‘EBA shall maintain a publicly available database of all public-sector entities within the Union which relevant competent authorities consider as having no difference in risk as exposures to the central government, regional government or local authority in whose jurisdiction the public-sector entity is established’
2022/08/11
Committee: ECON
Amendment 684 #
Proposal for a regulation
Article 1 – paragraph 1 – point 39
Regulation (EU) No 575/2013
Article 121 – paragraph 2 – table 5
Table 5 Credit risk Grade A Grade B Grade C assessment Risk weight for 20 % 50 % 75100 % short-term exposures Risk weight 40 % 75 % 150 %
2022/08/11
Committee: ECON
Amendment 686 #
Proposal for a regulation
Article 1 – paragraph 1 – point 40 – point b
Regulation (EU) No 575/2013
Article 122 – paragraph 2
Exposures for which such a credit assessment is not available shall be assigned a risk weight of 100 %. except for exposures to SMEs as defined in Article 5 point (8) which shall be assigned a risk weight of 85% ;
2022/08/11
Committee: ECON
Amendment 695 #
Proposal for a regulation
article 1 – paragraph 1 – point 41
Regulation (EU) No 575/2013
Article 122a – paragraph 2 – table 6aa
Table 6aa Credit 1 1 2 3 4 45 56 quality Step Risk 20 % 50 % 75 % 100 % 150 % 150 % Weigh t
2022/08/11
Committee: ECON
Amendment 697 #
Proposal for a regulation
Article 1 – paragraph 1 – point 41
Regulation (EU) No 575/2013
Article 122a – paragraph 3 – point a – introductory part
(a) where the purpose of a specialised lending exposure is to finance the acquisition of physical assets, including ships, aircraft, satellites, railcars, and fleets, and the income to be generated by those assets comes in the form of cash flows generated by the specific physical assets that have been financed and pledged or assigned to the lender by one or several third parties (‘object finance exposures’), institutions shall apply the followinga risk weights: of 100%.
2022/08/11
Committee: ECON
Amendment 701 #
Proposal for a regulation
Article 1 – paragraph 1 – point 41
Regulation EU 575/2013
Article 122a – paragraph 3 – point a – point i
(i) 80 % where the exposure is deemed to be high quality when taking into account all of the following criteria: — obligations even under severely stressed conditions due to the presence of all of the following features: — adequate exposure-to-value of the exposure; — conservative repayment profile of the exposure; — of the assets upon full pay-out of the exposure or alternatively recourse to a protection provider with high creditworthiness; — exposure by the obligor or that risk is adequately mitigated by a commensurate residual asset value or recourse to a protection provider with high creditworthiness; — the obligor has contractual restrictions over its activity and funding structure; — for risk-mitigation purposes; — properly managed; — the assets provide lenders with a high degree of protection including the following features: — enforceable first-ranking right over the assets financed, and, where applicable, over the income that they generate; — on the ability of the obligor to change anything to the asset which would have a negative impact on its value; — construction, the lenders have a legally enforceable first-ranking right over the assets and the underlyingdeleted the obligor can meet its financial commensurate remaining lifetime low refinancing risk of the the obligor uses derivatives only material operating risks are the contractual arrangements on the lenders have a legally there are construaction contracts; — of the following standards to operate in a sound and effective manner: — asset are tested; — authorisations for the operation of the assets have been obtained; — construction, the obligor has adequate safeguards on the agreed specifications, budget and completion date of the asset, including strong completion guarantees or the involvement of an experienced constructor and adequate contract provisions for liquidated damages;ual restrictions where the asset is under the assets being financed meet all the technology and design of the all necessary permits and where the asset is under
2022/08/11
Committee: ECON
Amendment 706 #
Proposal for a regulation
Article 1 – paragraph 1 – point 41
Regulation EU 575/2013
Article 122a – paragraph 3 – point a – point ii
(ii) 100 % where the exposure is not deemed to be high quality as referred to in point (i);deleted
2022/08/11
Committee: ECON
Amendment 714 #
Proposal for a regulation
Article 1 – paragraph 1 – point 41
Regulation EU 575/2013
Article 122a – paragraph 3 – point c – introductory part
(c) where the purpose of a specialised lending exposure is to finance a projectsingle project, either in the form of construction of a new capital installation or refinancing of an existing installation, with or without improvements, in particular projects for the development or acquisition of large, complex and expensive installations, including power plants, chemical processing plants, mines, transportation infrastructure, environment, and telecommunications infrastructure, and the income to be generated by the project is the money generated by the contracts for the output of the installation obtained from one or several parties which are not under management control of the sponsor (‘project finance exposures’), institutions shall apply the following risk weights:
2022/08/11
Committee: ECON
Amendment 722 #
Proposal for a regulation
Article 1 – paragraph 1 – point 41
Regulation EU 575/2013
Article 122a – paragraph 3 – point c – point ii – introductory part
(ii) provided that the adjustment to own funds requirements for credit risk referred to in Article 501a is not applied, 80 % where the project to which the exposure is related is in the operational phase and the exposure meets all of the following criteria:
2022/08/11
Committee: ECON
Amendment 730 #
Proposal for a regulation
Article 1 – paragraph 1 – point 41
Regulation EU 575/2013
Article 122a – paragraph 3 – point c – point ii – indent 2
— the obligor has sufficient reserve funds fully funded in cash, or other financial arrangements, with highly rated guarantors to cover the contingency funding and working capital requirements over the lifetime of the project being financed;
2022/08/11
Committee: ECON
Amendment 733 #
Proposal for a regulation
Article 1 – paragraph 1 – point 41
Regulation EU 575/2013
Article 122a – paragraph 3 – point c – point ii – indent 3
— the obligorfinanced project generates cash flows that are predictable and cover all future loan repayments;
2022/08/11
Committee: ECON
Amendment 749 #
Proposal for a regulation
Article 1 – paragraph 1 – point 41
Regulation EU 575/2013
Article 122a – paragraph 3 – point c – point ii –indent 5
— the main countractual arrangementserparty or other counterparties which meet the eligibility criteria for the main counterparty effectively protect the lending institution against losses resulting from the termination of the project;
2022/08/11
Committee: ECON
Amendment 755 #
Proposal for a regulation
Article 1 – paragraph 1 – point 41
Regulation EU 575/2013
Article 122a – paragraph 3 – point c – point ii – indent 8
equity is pledged to the lending institution isuch that they are able to take control of the obligor entity upon default;
2022/08/11
Committee: ECON
Amendment 761 #
Proposal for a regulation
Article 1 – paragraph 1 – point 42
Regulation EU 575/2013
Article 123 – paragraph 1 – point a – introductory part
(a) the exposure is either of the following:an exposure to one or more natural persons or an exposure to an SME within the meaning of Article 5, point (8)
2022/08/11
Committee: ECON
Amendment 763 #
Proposal for a regulation
Article 1 – paragraph 1 – point 42
Regulation EU 575/2013
Article 123 – paragraph 1 – point a – point i
(i) an exposure to one or more natural persons;deleted
2022/08/11
Committee: ECON
Amendment 765 #
Proposal for a regulation
Article 1 – paragraph 1 – point 42
Regulation EU 575/2013
Article 123 – paragraph 1 – point a – point ii
(ii) an exposure to an SME within the meaning of Article 5, point (8), where the total amount owed to the institution, its parent undertakings and its subsidiaries, by the obligor or group of connected clients, including any exposure in default but excluding exposures secured by residential property up to the property value shall not, to the knowledge of the institution, which shall take reasonable steps to confirm the situation, exceed EUR 1 million;deleted
2022/08/11
Committee: ECON
Amendment 768 #
Proposal for a regulation
Article 1 – paragraph 1 – point 42
Regulation EU 575/2013
Article 123 – paragraph 1 – point a a (new)
(a a) the total amount owed to the institution, its parent undertakings and its subsidiaries, by the obligor or group of connected clients, including any exposure in default but excluding exposures secured by residential property up to the property value shall not, to the knowledge of the institution, which shall take reasonable steps to confirm the situation, exceed EUR 1 million
2022/08/11
Committee: ECON
Amendment 771 #
Proposal for a regulation
Article 1 – paragraph 1 – point 42
3. Retail exposures as referred to in paragraph 1 shall be assigned a risk weight of 75 %, with the exception of transactor exposures, which shall be assigned a risk weight of 45 %. Where any of the criteria laid down in paragraph 1 are not met for an exposure to one or more natural persons, the risk weight shall be 100%.
2022/08/11
Committee: ECON
Amendment 782 #
Proposal for a regulation
Article 1 – paragraph 1 – point 43
Regulation EU 575/2013
Article 123a – paragraph 1 – introductory part
1. Exposures toWhere the following conditions are met for an exposure to a natural person or natural persons assigned to any of the exposures classes laid down in point (h) or, if it is secured by residential immovable property, which is assigned to the exposure class laid down in (i) of Article 112, the risk weight assigned to that exposure in accordance with Chapter 2 shall be multiplied by a factor of 1,5, whereby the resulting risk weight shall not be higher than 150 %, where the following conditions are met.:
2022/08/11
Committee: ECON
Amendment 783 #
Proposal for a regulation
Article 1 – paragraph 1 – point 43
Regulation EU 575/2013
Article 123a – paragraph 1 – point a
(a) the exposure is due to a loan denominated in a currency which is different from the currency of the obligor's source of income;
2022/08/11
Committee: ECON
Amendment 784 #
Proposal for a regulation
Article 1 – paragraph 1 – point 44
Regulation EU 575/2013
Article 124 – paragraph 2 – introductory part
2. A non-ADC exposure secured by an immovable property, where all the conditions laid down in paragraph 3 are met and, shall be treated as follows:
2022/08/11
Committee: ECON
Amendment 786 #
Proposal for a regulation
Article 1 – paragraph 1 – point 44
Regulation EU 575/2013
Article 124 – paragraph 2 – point a – introductory part
(a) where the exposure is secured by a residential property, ithe exposure shall not qualify as an IPRE exposure and shall be treated in accordance with Article 125(1) where the exposure meets any of the following conditions:
2022/08/11
Committee: ECON
Amendment 788 #
Proposal for a regulation
Article 1 – paragraph 1 – point 44
Regulation EU 575/2013
Article 124 – paragraph 2 – point a – point -i
(-i) the exposure does not qualify as an IPRE exposure;
2022/08/11
Committee: ECON
Amendment 795 #
Proposal for a regulation
Article 1 – paragraph 1 – point 44
Regulation EU 575/2013
Article 124 – paragraph 2 – point a – point ii
(ii) the exposure is to an individual natural person and is secured by an income-producing residential housing unit, either where the immovable property as a whole constitutes a single housing unit or where the housing unit is a separated part within the immovable property, and total exposures of the institution to that individualnatural person are not secured by more than four immovable properties, including those which are not residential properties or which do not meet any of the criteria in this point, or separate housing units within immovable properties;
2022/08/11
Committee: ECON
Amendment 796 #
Proposal for a regulation
Article 1 – paragraph 1 – point 44
Regulation EU 575/2013
Article 124 – paragraph 2 – point a – point iii
(iii) the exposure secured by residential property is to associations or cooperatives of individualnatural persons that are regulated by law and solely exist to grant their members the use of a primary residence in the property securing the loans;
2022/08/11
Committee: ECON
Amendment 807 #
Proposal for a regulation
Article 1 – paragraph 1 – point 44
Regulation EU 575/2013
Article 124 – paragraph 3 – point a – point iii – indent 1
— the property does not have more than four residential housing units and will be the primary residence of the obligor and the lending to the individualnatural person is not indirectly financing ADC exposures;
2022/08/11
Committee: ECON
Amendment 811 #
Proposal for a regulation
Article 1 – paragraph 1 – point 44
Regulation EU 575/2013
Article 124 – paragraph 7 – subparagraph 2
Where, on the basis of the assessment referred to in the first subparagraph, the authority designated in accordance with paragraph 6 of this Article concludes that the risk weights set out in Article 125 or 126 do not adequately reflect the actual risks related to exposures to one or more property segments secured by mortgages on residential property or on commercial immovable property located in one or more parts of the territory of the Member State of the relevant authority, and if it considers that the inadequacy of the risk weights could adversely affect current or future financial stability in its Member State, it may increase the risk weights applicable to those exposures within the ranges determined in the fourth subparagraph of this paragraph or impose stricter criteria than those set out in paragraph 3 of this Article.
2022/08/11
Committee: ECON
Amendment 812 #
Proposal for a regulation
Article 1 – paragraph 1 – point 44
Regulation EU 575/2013
Article 124 – paragraph 7 – subparagraph 3
The authority designated in accordance with paragraph 6 of this Article shall notify EBA and the ESRB of any adjustments to risk weights and criteria applied pursuant to this paragraph. Within one month of receipt of that notification, EBA and the ESRB shall provide their opinion to the Member State concerned and indicate whether they consider that the adjustments to risk weights and criteria are also recommended to other Member States. EBA and the ESRB shall publish the risk weights and criteria for exposures referred to in Articles 125, 126 and Article 199(1), point (a), as implemented by the relevant authority.
2022/08/11
Committee: ECON
Amendment 814 #
Proposal for a regulation
Article 1 – paragraph 1 – point 44
Regulation EU 575/2013
Article 124 – paragraph 7 – subparagraph 4
For the purposes of the second subparagraph of this paragraph, the authority designated in accordance with paragraph 6 may increase the risk weights laid down in Article 125(1), point (a), or Article 126(1), point (a). The authority shall not increase those to more than 150 %.
2022/08/11
Committee: ECON
Amendment 815 #
Proposal for a regulation
Article 1 – paragraph 1 – point 44
Regulation EU 575/2013
Article 124 – paragraph 10 – introductory part
10. The ESRB mayshall, by means of recommendations in accordance with Article 16 of Regulation (EU) No 1092/2010, and in close cooperation with EBA, give guidance to authorities designated in accordance with paragraph 6 of this Article on both of the following:
2022/08/11
Committee: ECON
Amendment 842 #
Proposal for a regulation
Article 1 – paragraph 1 – point 47 a (new)
Regulation EU 575/2013
Article 126b (new)
(47 a) the following article is inserted: ‘Article 126b Fossil fuel sector exposures 1. For the purpose of this Article, the following exposures shall be considered as exposures to existing fossil fuel resources, where these resources have been explored and known before [date of entry into force of this Regulation]: i) Exposures to projects in fossil fuel sectors; ii) Exposures to companies active in fossil fuel sectors, excluding the ones which invest in expansion or exploration and plan to add fossil fuel resources to their production portfolio; iii) Exposure to power plants, combined heat and power plants and heat plants that burn fossil fuels 2. The following shall be considered exposures to new fossil fuel resources, where the exploration or expansion of these exposures have started after [date of entry into force of this Regulation]: i) Exposure to fossil fuel extraction projects, transport facilities and other infrastructure that drive expanded extraction, which have not received a final investment decision prior to [date of the entry into force of this Regulation]; ii) Exposures to companies active in fossil fuel sectors, which invest in expansion and exploration and plan to add fossil fuel resources to their production portfolio; iii) Exposure to power plants, combined heat and power plants and heat plants that burn fossil fuels for which the final investment decision to explore or expand the exploitation of such fossil fuel has been taken after [date of entry into force of this Regulation ] 3. Exposures related to existing fossil fuel resources, as referred to in paragraph 1 of this Article, shall be assigned a risk weight of 150 %. 4. Exposures related to new fossil fuel resources, as referred to in paragraph 2 of this Article, shall be assigned a risk weight of 1250 %. 5. An institution’s total exposure to existing and new fossil resources must not be higher than 10% of the institution’s Tier 1 capital at all times.
2022/08/11
Committee: ECON
Amendment 843 #
Proposal for a regulation
Article 1 – paragraph 1 – point 47 b (new)
Regulation EU 575/2013
Article 126c (new)
(47 b) the following article is inserted: ‘Article 126c Crypto-asset exposures 1. For the purpose of this Article, institutions shall identify their exposures to crypto-assets as follows: - DLT financial instruments as defined in [insert reference to DLT Pilot Regulation], asset reference tokens, e- money tokens as defined in [insert reference to MICA Regulation] shall be categorised as class 1 crypto-asset exposures - Other crypto assets as defined in [insert reference to MICA Regulation] shall be classified as class 2 crypto-asset exposures 2. Institutions shall determine the allocation of class 1 crypto-asset exposures between the banking book and the trading book according to the boundary criteria applied to the reference asset. Class 1 crypto-exposures allocated to the banking book shall be subject to the same risk weights as the reference asset. Class 1 crypto asset exposures allocated to the trading book shall be subject to the requirements set in Articles 325 to 325bp of this Regulation. 3. Class 2 crypto-asset exposures shall receive a risk weight of 1250% to the greater of the absolute value of the aggregate long positions and the absolute value of the aggregate short positions in the crypto-asset. 4. An institution’s total exposure to class 2 crypto-asset exposures must not be higher than 1% of the institution’s Tier 1 capital at all times. 5. EBA, after consulting the ESRB, shall, on the basis of the ESMA assessment of the risks posed by distributed ledger technology referred to in Article 14(1) point h) of [insert reference to DLT Pilot Regulation] assess whether a dedicated prudential treatment for DLT financial instruments is warranted. Based on this report and on international regulatory developments, and if appropriate, the Commission shall submit a legislative proposal to the European Parliament and the Council.
2022/08/11
Committee: ECON
Amendment 866 #
Proposal for a regulation
Article 1 – paragraph 1 – point 52
Regulation EU 575/2013
Article 133 – paragraph 5 – introductory part
5. Institutions that have received the prior permission of the competent authorities, may assign a risk weight of 100 % to equity exposures incurred under legislative programmes to promote specified sectors of the economy, up to the part of such equity exposures that in aggregate does not exceed 10 % of the institution’s own funds, that comply with all of the following conditions:
2022/08/11
Committee: ECON
Amendment 867 #
Proposal for a regulation
Article 1 – paragraph 1 – point 52
Regulation EU 575/2013
Article 133 – paragraph 5 – point c
(c) such equity exposures in aggregate do not exceed 10 % of the institutions own fundsthe legislative programme involves restrictions on the equity investment, such as limitations on the size and types of businesses in which the institution is investing, on allowable amounts of ownership interests, on the geographical location and on other pertinent factors that limit the potential risk of the investment for the institution.
2022/08/11
Committee: ECON
Amendment 877 #
Proposal for a regulation
Article 1 – paragraph 1 – point 53 – point a
Regulation EU 575/2013
Article 134 – paragraph 3
3. Cash items in the process of collection shall be assigned a 20 % risk weight. Cash owned and held by the institution or in transit, and equivalent cash items shall be assigned a 0 % risk weight.;
2022/08/11
Committee: ECON
Amendment 884 #
Proposal for a regulation
Article 1 – paragraph 1 – point 54 – introductory part
Regulation EU 575/2013
Article 135
(54) in Article 135, the following paragraphs 3 isand 3a are added:
2022/08/11
Committee: ECON
Amendment 885 #
Proposal for a regulation
Article 1 – paragraph 1 – point 54
Regulation EU 575/2013
Article 135 – paragraph 3
3. 3. EBA, EIOPA and ESMA shall by [OP please insert the date = 1 year after entry into force] prepare a report on the impediments to the availability of credit assessments by ECAIs, in particular for corporates, and on possible measures to address them taking into account differences across economic sectors and geographical areas. EBA, EIOPA and ESMA shall make the report publicly available on their websites;
2022/08/11
Committee: ECON
Amendment 886 #
Proposal for a regulation
Article 1 – paragraph 1 – point 54
Regulation EU 575/2013
Article 135 – paragraph 3 a (new)
3a. The ESMA shall by [OP please insert the date = 1 year after entry into force] prepare a report on whether ESG risks are appropriately reflected in ECAI credit risk rating methodologies. Based on this report and if appropriate, the Commission shall submit a legislative proposal to the European Parliament and the Council by [OP please insert the date = 18 months after entry into force]
2022/08/11
Committee: ECON
Amendment 887 #
Proposal for a regulation
Article 1 – paragraph 1 – point 55 – point a
Regulation EU 575/2013
Article 138 – point g
(g) an institution shall not use an ECAI credit assessment in relation to an institution that incorporates assumptions of implicit government support, unless the respective ECAI credit assessment refers to an institution owned by or set up and sponsored by central governments, regional governments or local authorities.;
2022/08/11
Committee: ECON
Amendment 888 #
Proposal for a regulation
Article 1 – paragraph 1 – point 55 – point b
Regulation EU 575/2013
Article 138 – subparagraph 2
For the purposes of point (g), in case of institutions, other than institutions owned by or set up and sponsored by central governments, regional governments or local authorities, for which only ECAI credit assessment exist which do incorporate assumptions of implicit government support, exposures to such institutions shall be treated as exposures to unrated institutions in accordance with Article 121.
2022/08/11
Committee: ECON
Amendment 889 #
Proposal for a regulation
Article 1 – paragraph 1 – point 55 – point b
Regulation EU 575/2013
Article 138 – subparagraph 3
Implicit government support means that the central government, regional government or local authority shallis expected to act to prevent creditors of the institution from incurring losses in the event of the institution’s default or distress., notably because of the absence of resolution framework relying on the “bail-in” principle. ;
2022/08/11
Committee: ECON
Amendment 890 #
Proposal for a regulation
Article 1 – paragraph 1 – point 58 – point c
Regulation EU 575/2013
Article 142 – paragraph 1 - point 4 – point a
(a) the entity’s total assets, or the total assets of its parent company where the entity has a parent company, calculated on an individual or consolidated basis, are greater than or equal to EUR 730 billion , using the most recent audited financial statement or consolidated financial statement in order to determine asset size;
2022/08/11
Committee: ECON
Amendment 891 #
Proposal for a regulation
Article 1 – paragraph 1 – point 58 – point c
Regulation EU 575/2013
Article 142 – paragraph 1 – point 5
(5) ‘unregulatedother financial sector entity’ means a financial sector entity that does not fulfil the condition laid down in point (4)(b);;
2022/08/11
Committee: ECON
Amendment 892 #
Proposal for a regulation
Article 1 – paragraph 1 – point 58 – point d
Regulation EU 575/2013
Article 142 – paragraph 1 – point 5 a
(5a) ‘large corporate’ means any corporate undertaking having consolidated annual salesturnover of more than EUR 500 million or belonging to a group where the total annual salesturnover for the consolidated group is more than EUR 500 million.’;’
2022/08/11
Committee: ECON
Amendment 893 #
Proposal for a regulation
Article 1 – paragraph 1 – point 59 – point a
Regulation EU 575/2013
Article 143 – paragraph 2
2. Prior permission to the use the IRB Approach, including own estimates of LGDs and CCFs, shall be required for each exposure class and for each rating system and for each approach to estimating LGDs and CCFs used. Exposures defined in Articles 126b and 126c shall not be eligible for the IRB approach ;
2022/08/11
Committee: ECON
Amendment 900 #
Proposal for a regulation
Article 1 – paragraph 1 – point 61 – point e – point iii
Regulation EU 575/2013
Article 147 – paragraph 5a – point a
(a) the exposures of that type of exposures are to individualto natural persons;
2022/08/11
Committee: ECON
Amendment 901 #
Proposal for a regulation
Article 1 – paragraph 1 – point 61 – point e – point iii
Regulation EU 575/2013
Article 147 – paragraph 5a – point c
(c) the maximum exposure of that type of exposure to a single individualnatural person is EUR 100 000 or less;
2022/08/11
Committee: ECON
Amendment 904 #
Proposal for a regulation
Article 1 – paragraph 1 – point 63 – point a
Regulation (EU) No 575/2013
Article 150 – paragraph 1 – subparagraph 1 – point c a (new)
(c a) exposures to securitisations that do not meet the criteria to be considered as standardised, transparent and simple securitizations, as defined in [insert reference to STS Regulation].
2022/08/18
Committee: ECON
Amendment 914 #
Proposal for a regulation
Article 1 – paragraph 1 – point 63 – point a a (new)
Regulation (EU) No 575/2013
Article 150 – paragraph 2
2. For the purposes of paragraph 1, the equity exposure class of an institution shall be material if their aggregate value, excluding equity exposures incurred under legislative programmes as referred to in point (h) of paragraph 1, exceeds on average over the preceding year 10 % of the(a a) paragraph 2 is replaced by the following: ‘2. The EBA shall, in accordance with Article 16 of Regulation (EU) No 1093/2010, issue guidelines by 31 December 2025 own funds of the institution. Where the number of those equity exposures is less than 10 individual holdings, that threshold shall be 5 % of the own funds of the institutionwhat constitutes types of exposures that are immaterial in terms of size and perceived risk profile.
2022/08/18
Committee: ECON
Amendment 915 #
Proposal for a regulation
Article 1 – paragraph 1 – point 63 – point b
Regulation (EU) No 575/2013
Article 150 – paragraphs 3 and 4
(b) paragraphs 2, 3 and 4 are deleted;
2022/08/18
Committee: ECON
Amendment 918 #
Proposal for a regulation
Article 1 – paragraph 1 – point 64 – point c
Regulation (EU) No 575/2013
Article 151 – paragraph 11
11. Institutions shall apply the requirements laid down for exposures belonging to the exposure class ‘general corporates’ referred to in Article 147(2), point (c)(i) to exposures belonging to the exposure class ‘RGLA-PSE’ referred to in Article 147(2), point (a1). For the purposes of this paragraph, the threshold provided in the definition of large corporate and the provisions applicable to large corporates set out in paragraph 8, first subparagraph, point (c) shall not apply, and the treatment set out in Article 501 shall not apply.deleted
2022/08/18
Committee: ECON
Amendment 920 #
Proposal for a regulation
Article 1 – paragraph 1 – point 66 – point b
Regulation (EU) No 575/2013
Article 153 – paragraph 2
2. For exposures to large regulated financial sector entities and to unregulatedother financial sector entities, the coefficient of correlation R provided in paragraph 1, point (iii), or paragraph 4 as applicable, shall be multiplied by 1,25 when calculating the risk weights of those exposures.;
2022/08/18
Committee: ECON
Amendment 929 #
Proposal for a regulation
Article 1 – paragraph 1 – point 74 – point a – point i
Regulation (EU) No 575/2013
Article 161 – paragraph 1 – point a
(a) senior exposures without eligible FCP to central governments and central banks and financial sector entities: 45 %;;
2022/08/18
Committee: ECON
Amendment 930 #
Proposal for a regulation
Article 1 – paragraph 1 – point 74 – point a – point ii
Regulation EU 575/2013
Article 161 – paragraph 1 – point aa
(aa) senior exposures without eligible FCP, to corporates which are not financial sector entities: 40 %;;
2022/08/18
Committee: ECON
Amendment 934 #
Proposal for a regulation
Article 1 – paragraph 1 – point 74 – point c
Regulation (EU) No 575/2013
Article 161 – paragraph 5 a (new)
5a. To the extent that an institution recognises FCP under the IRB Approach, the institution may recognise the FCP in the calculation of the LGD input floor for secured exposures. Otherwise, the LGD input floor for unsecured exposures shall apply.
2022/08/18
Committee: ECON
Amendment 941 #
Proposal for a regulation
Article 1 – paragraph 1 – point 75 – point a
Regulation (EU) No 575/2013
Article 162 – paragraph 1 – subparagraph 2
Alternatively, as part of the permission referred to in Article 143, the competent authorities may decide on whether theall institutions shall use the maturity value M as set out in paragraph 2 for all those exposures ofr for a subset of those exposures.;
2022/08/18
Committee: ECON
Amendment 942 #
Proposal for a regulation
Article 1 – paragraph 1 – point 75 – point b – point i
Regulation (EU) No 575/2013
Article 162 – paragraph 2 – introductory part
For exposures for which an institution applies own estimates of LGD, the maturity value (‘M’) shall be calculated using periods of times expressed in years, as set out in this paragraph and subject to paragraphs 3 to 5 of this Article. M shall be no greater than 5 years, except in the cases specified in Article 384(12) where M as specified there shall be used. M shall be calculated as follows in each of the following cases:;
2022/08/18
Committee: ECON
Amendment 948 #
Proposal for a regulation
Article 1 – paragraph 1 – point 75 – point d
Regulation (EU) No 575/2013
Article 162 – paragraph 4
4. For exposures to corporates established in the Union which are not large corporates, institutions may choose to setcompetent authorities shall decide on whether all institutions shall set M for all suchthese exposures M as set out in paragraph 1 instead of applying paragraph 2.;
2022/08/18
Committee: ECON
Amendment 949 #
Proposal for a regulation
Article 1 – paragraph 1 – point 76 – point a
Regulation (EU) No 575/2013
Article 163 – paragraph 1 – introductory part
1. For the sole purposes of calculating risk weighted exposures and expected losses amounts of those exposures, and in particular for the purposes of Article 154, Article 157 and Article 158, paragraphs 1, 5 and 10, the PD valuefor each retail exposure that is used in the input of the risk weight and expected loss formulas shall not be less than the one-year PD associated with the internal borrower grade to which the retail exposure is assigned and the following:
2022/08/18
Committee: ECON
Amendment 951 #
Proposal for a regulation
Article 1 – paragraph 1 – point 77 – point d
Regulation (EU) No 575/2013
Article 164 – paragraph 4a – subparagraph 1 a (new)
For the purposes of paragraph 4 point (b), the type of FCP “Other physical collateral” in Table 2aaa of Article 230 shall be understood as “Other physical and other eligible collateral”
2022/08/18
Committee: ECON
Amendment 953 #
Proposal for a regulation
Article 1 – paragraph 1 – point 77 – point d
4b. Where an institution is not able to recognise the effects of the FCP securing one of the exposures of that type of exposures in the own LGD estimates, the institution shall be permitted to apply the formula set out in Article 230, with the excepTo the extent that an institution recognises FCP under the IRB Approach, the institution may recognise the FCP in the calculation thatof the LGDU term in that formula shall be the institution’s own LGD estimate. In that case, the FCP shall be eligible in accordance with Chapter 4 and the institution own LGD estimate used as LGDU term shall be calculated based on underlying losses data excluding any recoveries arising from that FCP.; input floor for secured exposures. Otherwise, the LGD input floor for unsecured exposures shall apply.
2022/08/18
Committee: ECON
Amendment 955 #
Proposal for a regulation
Article 1 – paragraph 1 – point 83
Regulation (EU) No 575/2013
Article 171 – paragraph 3
3. Although the time horizon used in PD estimation is one year, institutions shall use a longer time horizon in assigning ratings. A borrower rating must represent the institution’s assessment of the borrower’s ability and willingness to contractually perform independently from the adverse economic conditions or the occurrence of unexpected events. Rating systems shall be designed in such a way that idiosyncratic or industry- specific changes are a driver of migrations from one grade to another. In addition, business cycles effects shall be taken into account as a driver for migrations of obligors and facilities from one grade or pool to another.;
2022/08/18
Committee: ECON
Amendment 964 #
Proposal for a regulation
Article 1 – paragraph 1 – point 90 – point a – point iv
Regulation (EU) No 575/2013
Article 180 – paragraph 1 – subparagraph 1 a
‘For the purposes of point (h), where the available observation period spans a longer period for any source, and this data is relevant, this longer period shall be used. The data shall include abe representative mix of good and bad yearof the range of variability of default rates relevant for the type of exposures. Subject to the permission of competent authorities, institutions which have not received the permission of the competent authority pursuant to Article 143 to use own estimates of LGDs or conversion factors may use, when they implement the IRB Approach, relevant data covering a period of two years. The period to be covered shall increase by one year each year until relevant data cover a period of five years.’;
2022/08/18
Committee: ECON
Amendment 966 #
Proposal for a regulation
Article 1 – paragraph 1 – point 90 – point b – point iii
Regulation (EU) No 575/2013
Article 180 – paragraph 2 – subparagraph 2 a
For the purposes of point (e), where the available observation spans a longer period for any source, and where those data are relevant, such longer period shall be used. The data shall contain a representative mix of good and bad years of the economic cyclerange of variability of default rates relevant for the type of exposures. The PD shall be based on the observed historical average one-year default rate. Subject to the permission of the competent authorities, institutions may use, when they implement the IRB Approach, relevant data covering a period of two years. The period to be covered shall increase by one year each year until relevant data cover a period of five years.;
2022/08/18
Committee: ECON
Amendment 967 #
Proposal for a regulation
Article 1 – paragraph 1 – point 90 – point c a (new)
Regulation (EU) No 575/2013
Article 180 – paragraph 3 a (new)
(c a) the following paragraph is added: ‘3a. Institutions shall use a longer term horizon than one year when assigning ratings. The rating assigned to a borrower shall reflect its ability and willingness to comply with its contractual obligations even in case of adverse economic conditions or in the occurrence of unexpected adverse events.
2022/08/18
Committee: ECON
Amendment 973 #
Proposal for a regulation
Article 1 – paragraph 1 – point 92 – point a – point iii
Regulation (EU) No 575/2013
Article 182 – paragraph 1 – subparagraph 2
For the purposes of point (c), the IRB- CCF shall incorporate a larger margin of conservatism where a stronger positive correlation can reasonably be expected between the default frequency and the magnitude of the conversion factor.deleted
2022/08/18
Committee: ECON
Amendment 974 #
Proposal for a regulation
Article 1 – paragraph 1 – point 92 – point a – point iii
Regulation (EU) No 575/2013
Article 182 – paragraph 1 – subparagraph 3
For the purposes of point (g), for each observation in the reference data set, default outcomes shall be linked to relevant obligor and facility characteristics at a fixed reference date which shall be set as 12 months prior to default day.deleted
2022/08/18
Committee: ECON
Amendment 980 #
Proposal for a regulation
Article 1 – paragraph 1 – point 96
Regulation (EU) No 575/2013
Article 193 – paragraph 7 a (new)
‘7a. Where institutions calculate risk- weighted exposure amounts under the Standardised Approach and the calculation of risk-weighted exposure amounts and expected loss amounts under the IRB Approach in accordance with the provisions laid down in this Chapter, they should factor in the ESG risks, in particular the climate physical risk, to which the collateral is subject. The EBA shall, in accordance with Article 16 of Regulation (EU) No 1093/2010, issue guidelines on what constitutes the materialisation of climate physical risk and how this risk should be reflected in institutions’ calculations of the risk- weighted amount of the exposure;
2022/08/18
Committee: ECON
Amendment 1004 #
Proposal for a regulation
Article 1 – paragraph 1 – point 103 – point a – point i
Regulation (EU) No 575/2013
Article 208 – paragraph 3 – point b – subparagraph 1 a
The value of the property shall not exceed the average value measured forvalue of thatis property or for a comparable property over the last three years in case of commercial immovable property, and over the last six years in case of residential propertymeasured when the institution entered that exposure. Modifications made to the property that improve the energy efficiency of the building or housing unit, by improving its energy performance certificate by at least one grade, shall be considered as unequivocally increasing its value.;
2022/08/18
Committee: ECON
Amendment 1008 #
Proposal for a regulation
Article 1 – paragraph 1 – point 103 – point b
Regulation (EU) No 575/2013
Article 208 – paragraph 3a – introductory part
3a. In accordance with paragraph 3 and subject to the approval of the competent authorities, institutions may carry out the valuation and revaluation of the property valuemonitor the property value and identify properties in need of revaluation by means of advanced statistical or other mathematical methods (‘models’), developed independently from the credit decision process, subject to the fulfilment of the following conditions:
2022/08/18
Committee: ECON
Amendment 1011 #
Proposal for a regulation
Article 1 – paragraph 1 – point 103 – point b
Regulation (EU) No 575/2013
Article 208 – paragraph 3a – point a
(a) the institutions set out, in their policies and procedures, the criteria for using models to valuate, revaluate and monitor the values of collateral and to identify the properties that should be reevaluated. Those policies and procedures shall account for such models’ proven track record, property- specific variables considered, the use of minimum available and accurate information, and the models’ uncertainty;
2022/08/18
Committee: ECON
Amendment 1015 #
Proposal for a regulation
Article 1 – paragraph 1 – point 103 – point b
Regulation (EU) No 575/2013
Article 208 – paragraph 3a – point e
(e) the institutions have in place adequate IT processes, systems and capabilities and have sufficient and accurate data for any model-based valuation or revaluation of collateralmonitoring of property value and identification of properties in need of reevaluation ;
2022/08/18
Committee: ECON
Amendment 1041 #
Proposal for a regulation
Article 1 – paragraph 1 – point 131
Regulation (EU) No 575/2013
Article 312
The own funds requirement for operational risk shall be the product of the business indicator component calculated in accordance with Article 313 and the internal loss multiplier calculated in accordance with article 313a.
2022/08/18
Committee: ECON
Amendment 1043 #
Proposal for a regulation
Article 1 – paragraph 1 – point 131
Regulation (EU) No 575/2013
Article 313a (new)
Article 313a Internal Loss Multiplier 1. Institutions shall calculate their internal loss multiplier, which reflects the bank’s internal operational risk experience, as follows: ILM = ln(exp(1) -1 + (LC/BIC)^0.8) where ILM is the internal loss multiplier BIC is the business indicator calculated in accordance with article 314, expressed in billions of euro. LC is the loss component equals to 15 times average annual operational risk losses incurred over the previous 10 financial years, calculated in accordance with Articles 316 and 318 and Article 319(1) 2. The calculation of average losses as part of the loss component shall rely on high- quality data. Upon supervisory approval, institutions that do not have ten years of high-quality annual loss data, may use five years of high-quality data. Institutions that do not have five years of high-quality loss data must calculate the capital requirement based solely on the BI Component.
2022/08/18
Committee: ECON
Amendment 1065 #
Proposal for a regulation
Article 1 – paragraph 1 – point 131
Regulation (EU) No 575/2013
Article 316 – paragraph 1 – subparagraph 2
By way of derogation from the first subparagraph, competent authorities may grant a waiver from the requirement to calculate an annual operational risk loss to institutions with a business indictor that does not exceed EUR 1 billion, provided that the institution has demonstrated to the satisfaction of the competent authority that it would be unduly burdensome for the institution to apply the first subparagraph.deleted
2022/08/18
Committee: ECON
Amendment 1067 #
Proposal for a regulation
Article 1 – paragraph 1 – point 131
Regulation (EU) No 575/2013
Article 316 – paragraph 3
3. EBA shall develop draft regulatory technical standards to specify the condition of ‘unduly burdensome’ for the purposes of the first paragraph. EBA shall submit those draft regulatory technical standards to the Commission by [OP please insert the date = 18 months after entry into force of this Regulation]. Power is delegated to the Commission to adopt the regulatory technical standards referred to in the first subparagraph in accordance with Articles 10 to 14 of Regulation (EU) No 1093/2010.deleted
2022/08/18
Committee: ECON
Amendment 1068 #
Proposal for a regulation
Article 1 – paragraph 1 – point 131
Regulation (EU) No 575/2013
Article 317 – paragraph 1
1. Institutions that calculate annual operational risk losses in accordance with Article 316(1) shall have in place arrangements, processes and mechanisms to inform and maintain updated on an ongoing basis a loss data set compiling for each recorded operational risk event the gross loss amounts, non-insurance recoveries, insurance recoveries, reference date and grouped losses, including those from misconduct events. Institutions shall regularly review these arrangements, processes and mechanisms for the purpose of using the loss data set for the calculation of own funds requirements for operational risk in accordance with Article 312.
2022/08/18
Committee: ECON
Amendment 1070 #
Proposal for a regulation
Article 1 – paragraph 1 – point 131
Regulation (EU) No 575/2013
Article 317 – paragraph 8 – introductory part
8. For the purposes of this Article, institutions shall ensure the soundness, robustness and performance of the IT systems and infrastructure necessary to maintain and update the loss data set by confirming all of the following:
2022/08/18
Committee: ECON
Amendment 1071 #
Proposal for a regulation
Article 1 – paragraph 1 – point 131
Regulation (EU) No 575/2013
Article 317 – paragraph 8 – point c – point ii
(ii) that the process for planning, creating, testing, and deploying the IT systems and infrastructure for the purpose of this Article is sound and proper with reference to project management, risk management, and governance, engineering, quality assurance and test planning, systems’ modelling and development, quality assurance in all activities, including code reviews and where appropriate, code verification, and testing, including user acceptance;
2022/08/18
Committee: ECON
Amendment 1072 #
Proposal for a regulation
Article 1 – paragraph 1 – point 131
Regulation (EU) No 575/2013
Article 317 – paragraph 8 – point c – point iii
(iii) that the institution’s IT systems and infrastructure for the purpose of this Article is subject to configuration management, change management and release management processes;
2022/08/18
Committee: ECON
Amendment 1073 #
Proposal for a regulation
Article 1 – paragraph 1 – point 131
Regulation (EU) No 575/2013
Article 317 – paragraph 8 – point c – point iv
(iv) that the process for planning, creating, testing, and deploying the IT systems and infrastructure and contingency plans for the purpose of this Article is approved by the institution’s management body or senior management and that the management body and senior management are periodically informed about the IT infrastructure performance for the purposes of this Article.
2022/08/18
Committee: ECON
Amendment 1088 #
Proposal for a regulation
Article 1 – paragraph 1 – point 131
2. Competent authorities shall periodically review the quality of the loss data of an institution that calculates annual operational risk losses in accordance with Article 316(1). Competent authorities shall carry out such review at least every three years for an institution with a business indicator above EUR 1 billion.
2022/08/18
Committee: ECON
Amendment 1128 #
Proposal for a regulation
Article 1 – paragraph 1 – point 166 – point b
Regulation (EU) No 575/2013
Article 382 – paragraph 4
(b) the following paragraphs 4a and 4b are inserted: 4a. paragraph 4, an institution may choose to calculate an own funds requirements for CVA risk, using any of the applicable approaches referred to in Article 382a, for those transactions that are excluded in accordance with paragraph 4, where the institution uses eligible hedges determined in accordance with Article 386 to mitigate the CVA risk of those transactions. Institutions shall establish policies to specify where they choose to satisfy their own funds requirements for CVA risk for such transactions. 4b. competent authorities the results of the calculations of the own funds requirements for CVA risk for all the transactions referred to in paragraph 4. For the purposes of that reporting requirement, institutions shall calculate the own funds requirements for CVA risk using the relevant approaches set out in Article 382a(1), that they would have used to satisfy an own funds requirement for CVA risk if those transactions were not excluded from the scope in accordance with paragraph 4. is deleted By way of derogation from Institutions shall report to their
2022/08/18
Committee: ECON
Amendment 1145 #
Proposal for a regulation
Article 1 – paragraph 1 – point 170 a (new)
Regulation (EU) No 575/2013
Article 395a (new)
(170 a)the following article is inserted: Article 395a Aggregate limit on exposures to non-bank financial intermediaries 1. An institution shall not incur a total exposure to non-bank financial intermediaries as defined in point (154) of Article 4 (1) which value, after taking into account the effect of the credit risk mitigation in accordance with Articles 399 to 403, exceeds 25% of its Tier 1 capital. 2. Competent authorities may set a lower limit than 25% of Tier 1 capital and shall inform EBA and the Commission thereof.
2022/08/18
Committee: ECON
Amendment 1153 #
Proposal for a regulation
Article 1 – paragraph 1 – point 176
Regulation (EU) No 575/2013
Article 430 – paragraph 1 – point h
(h) their exposures to ESG risks., including: i) their exposures to existing and new fossil fuel assets; ii) their exposures to activities that are deemed to do significant harm to one of the environmental objectives as defined in EU Regulation 2020/852; iii) their exposure to physical risks and transition risks.’;
2022/08/18
Committee: ECON
Amendment 1157 #
Proposal for a regulation
Article 1 – paragraph 1 – point 179 -a (new)
Regulation (EU) No 575/2013
Article 433a – paragraph 1 – point b – point xiv a (new)
(179 -a) in Article 433a(1), point (b), the following point is added : ‘(xiv a) Article 449a'
2022/08/18
Committee: ECON
Amendment 1159 #
Proposal for a regulation
Article 1 – paragraph 1 – point 180 – point b a (new)
Regulation (EU) No 575/2013
Article 433b – paragraph 1 – point a – point iv a (new)
(ba) the following point is added: (iv a) Article 449a
2022/08/18
Committee: ECON
Amendment 1170 #
Proposal for a regulation
Article 1 – paragraph 1 – point 187
Regulation (EU) No 575/2013
Article 446 – paragraph 2 – point c a (new)
(ca) the internal loss multiplier calculated in accordance with Article 313a;
2022/08/18
Committee: ECON
Amendment 1171 #
Proposal for a regulation
Article 1 – paragraph 1 – point 187
Regulation (EU) No 575/2013
Article 446 – paragraph 2 – point c b (new)
(cb) the loss component calculated in accordance with article 313a’
2022/08/18
Committee: ECON
Amendment 1182 #
Proposal for a regulation
Article 1 – paragraph 1 – point 189 a (new)
Regulation (EU) No 575/2013
Article 449b (new)
(189 a) the following article is inserted: ‘Article 449b Disclosure of exposures to shadow banking entities 1. Credit institutions shall disclose information concerning their individual exposures to non-bank financial intermediaries, including all potential risks to the institution arising from those exposures, and the potential impact of those risks, as well as the supervisory regime applicable to their non-bank financial intermediaries counterparties. 2. EBA shall develop draft regulatory technical standards to further specify the information that institutions must disclose, as referred to in paragraph 1. EBA shall submit those draft regulatory technical standards to the Commission by [12 months after theentry into force of this Regulation]. Power is delegated to the Commission to adopt the regulatory technical standards referred to in the first subparagraph in accordance with Articles 10 to 14 of regulation (EU) No 1093/2010.
2022/08/18
Committee: ECON
Amendment 1186 #
Proposal for a regulation
Article 1 – paragraph 1 – point 193
Regulation (EU) No 575/2013
Article 461a – introductory part
‘The Commission shall monitor the implementation of the international standards on own funds requirements for market risk in third countries. WThere Commission shall report to the European Parliament and the Council where it identifies significant differences between the Union implementation and third countries’ implementation of those international standards are observed, including as regards the impact of the rules in terms of own funds requirements and as regards their entry into application,. Where appropriate the Commission shall be empowered to adopt a delegated act in accordance with Article 462 to amend this Regulation by:submit a legislative proposal to the European Parliament and the Council to adjust the EU implementation of the own funds requirement for market risks as swiftly as possible.
2022/08/18
Committee: ECON
Amendment 1188 #
Proposal for a regulation
Article 1 – paragraph 1 – point 193
Regulation (EU) No 575/2013
Article 461a – point a
(a) applying, where necessary to deliver a level playing field, a multiplier equal to or greater than 0 and lower than 1 to the institutions’ own funds requirements for market risk, calculated for specific risk classes and specific risk factors using one of the approaches referred to indeleted Articles 325c to 325ay, specifying Articles 325(1), and laid out in: (i) the alternative standardised approach; (ii) the alternative internal model approach; (iii) simplified standardised approach, to offset those observed differences between the third countries rules and Union law;az to 325bp, specifying Articles 326 to 361, specifying the
2022/08/18
Committee: ECON
Amendment 1192 #
Proposal for a regulation
Article 1 – paragraph 1 – point 193
Regulation (EU) No 575/2013
Article 461a – paragraph 1 – point b
(b) postponing by two years the date from which institutions shall apply the own funds requirements for market risk set out in Part Three, Title IV, or any of the approaches to calculate the own funds requirements for market risk referred to in Article 325(1).;deleted
2022/08/18
Committee: ECON
Amendment 1195 #
Proposal for a regulation
Article 1 – paragraph 1 – point 194
By 31 December 20258, the Commission shall review whether a dedicatedthe prudential treatment should be developed for exposures to crypto assets as developed in Article 126c, and shall, after consulting EBA and taking into account international developments, submit a report to the European Parliament and to the Council, together with a legislative proposal, where appropriate.
2022/08/18
Committee: ECON
Amendment 1227 #
Proposal for a regulation
Article 1 – paragraph 1 – point 196
Regulation (EU) No 575/2013
Article 465 – paragraph 3
3. By way of derogation from Article 92(5)(a), point (i), parent institutions, parent financial holding companies or parent mixed financial holding companies, stand-alone institutions in the EU or stand-alone subsidiary institutions in Member States may, until 31 December2032, assign a risk weight of 65 % to exposures to corporates for which no credit assessment by a nominated ECAI is available provided that that entity estimates the PD of those exposures, calculated in accordance with Part Three, Title II, Chapter 3, is no higher than 0,5 %. EBA shall monitor the use of the transitional treatment laid down in the first subparagraph and the availability of credit assessments by nominated ECAIs for exposures to corporates. EBA shall report its findings to the Commission by 31 December 2028. On the basis of that report and taking due account of the related internationally agreed standards developed by the BCBS, the Commission shall, where appropriate, submit to the European Parliament and to the Council a legislative proposal by 31 December 2031.deleted
2022/08/18
Committee: ECON
Amendment 1272 #
Proposal for a regulation
Article 1 – paragraph 1 – point 196
Regulation (EU) No 575/2013
Article 465 – paragraph 4
4. By way of derogation from Article 92(5)(a), point (iv), parent institutions, parent financial holding companies or parent mixed financial holding companies, stand-alone institutions in the EU or stand-alone subsidiary institutions in Member States shall, until 31 December 2029, replace alpha by 1 in the calculation of the exposure value for the contracts listed in Annex II in accordance with the approaches set out in Part Three, Title II, Chapter 6, Sections 3 and 4, where the same exposure values are calculated in accordance with the approach set out in Part Three, Title II, Chapter 3, Section 6 for the purposes of the total un-floored risk exposure amount. The Commission may, having taken into account the EBA report referred to in Article 514, adopt a delegated act in accordance with Article 462 to permanently modify the value of alpha, where appropriate.deleted
2022/08/18
Committee: ECON
Amendment 1286 #
Proposal for a regulation
Article 1 – paragraph 1 – point 196
Regulation (EU) No 575/2013
Article 465 – paragraph 5
5. [...]deleted
2022/08/18
Committee: ECON
Amendment 1390 #
Proposal for a regulation
Article 1 – paragraph 1 – point 196 a (new)
Regulation (EU) No 575/2013
Article 465a (new)
(196 a) the following article is inserted: ‘Article 465a Availability of credit assessment by nominated ECAI EBA, in coordination with ESMA, shall monitor the availability and comprehensiveness, including as regards to ESG risks, of credit assessments by nominated ECAIs for exposures to corporates. EBA shall report its findings to the Commission by 31 December 2025. On the basis of that report, the Commission shall, where appropriate, submit to the European Parliament and to the Council a legislative proposal by 31 December 2026.
2022/08/18
Committee: ECON
Amendment 1398 #
Proposal for a regulation
Article 1 – paragraph 1 – point 199
Regulation (EU) No 575/2013
Article 495a – paragraph 3
3. By way of derogation from Article 133, institutions may continue to assign the same risk weight that was applicable as of [OP please insert the date = one day before the date of entry into force of this amending Regulation] to equity exposures to entities of which they have been a shareholder at [adoption date] for six consecutive years and over which they exercise significant influence in the meaning of Directive 2013/34/EU, or the accounting standards to which an institution is subject under Regulation (EC) No 1606/2002, or a similar relationship between any natural or legal person and an undertaking.deleted
2022/08/18
Committee: ECON
Amendment 1437 #
Proposal for a regulation
Article 1 – paragraph 1 – point 199
Regulation (EU) No 575/2013
Article 495d – title
Article 495d Transitional arrangements for unconditional cancellable commitmentsdeleted
2022/08/18
Committee: ECON
Amendment 1439 #
Proposal for a regulation
Article 1 – paragraph 1 – point 199
Regulation (EU) No 575/2013
Article 495d – paragraph 1
1. By way of derogation from Article 111(2), institutions shall calculate the exposure value of an off-balance sheet item in the form of unconditionally cancellable commitment by multiplying the percentage provided for in that Article by the following factors: (a) January 2025 to 31 December 2029; (b) January 2030 to 31 December 2030; (c) January 2031 to 31 December 2031; (d) January 2032 to 31 December 2032.deleted 0 % during the period from 1 25 % during the period from 1 50 % during the period from 1 75 % during the period from 1
2022/08/18
Committee: ECON
Amendment 1449 #
Proposal for a regulation
Article 1 – paragraph 1 – point 199
Regulation (EU) No 575/2013
Article 495d – paragraph 2
2. EBA shall prepare a report to assess whether the derogation referred to in paragraph 1, point (a), should be extended beyond 31 December 2032 and, where necessary, the conditions under which that derogation should be maintained. EBA shall submit the report on its finding to the European Parliament, to the Council, and to the Commission, by 31 December 2028. On the basis of that report and taking due account of the related internationally agreed standards developed by the BCBS, the Commission shall, where appropriate, submit to the European Parliament and to the Council a legislative proposal by 31 December 2031.’;deleted
2022/08/18
Committee: ECON
Amendment 1476 #
Proposal for a regulation
Article 1 – paragraph 1 – point 200 – introductory part
Regulation (EU) No 575/2013
Article 501
(200) in Article 501(2), point (b) is replaced by the following: (b) laid down in Article 5, point (8); is deleted an SME shall have the meaning
2022/08/18
Committee: ECON
Amendment 1483 #
Proposal for a regulation
Article 1 – paragraph 1 – point 201
Regulation (EU) No 575/2013
Article 501a – paragraph 1
(201) Article 501a(1) is amended as follows: (a) point (a) is replaced by the following: (a) corporate exposure class referred to either in Article 112, point (g), or in Article 147(2), point (c), with the exclusion of exposures in default; (b) point (f) is replaced by the following: ‘(f) the refinancing risk of the exposure by the obligor is low or adequately mitigated, taking into account any subsidies, grants or funding provided by one or more of the entities listed in paragraph 2, points (b)(i) and (b)(ii);’deleted the exposure is assigned to the
2022/08/18
Committee: ECON
Amendment 1500 #
Proposal for a regulation
Article 1 – paragraph 1 – point 202
Regulation (EU) No 575/2013
Article 501c – paragraph 2 a (new)
EBA shall evaluate whether and to what extent institutions assess their material exposure to risks related to biodiversity loss as part of the assessment referred to in Article 73 of [Insert reference to CRD Directive]. EBA shall subsequently assess which actions could be taken in order to ensure that institutions do so, where necessary, taking into account existing measurement tools. EBA shall assess to what extent institutions’ activities affect biodiversity. EBA shall submit a report on its findings to the Commission by [one year after the entry into force of this amending Directive].
2022/08/18
Committee: ECON
Amendment 1508 #
Proposal for a regulation
Article 1 – paragraph 1 – point 203
Regulation (EU) No 575/2013
Article 505
By 31 December 203027, EBA shall report to the Commission on the impact of the requirements of this Regulation on agricultural financing. and alignment with the farm to fork strategy. In this report, EBA shall assess environmental impact as meant in Regulation 2020/852, notably with the indicators as collected in the Union’s Farm Accountancy Data Network, showing contribution scores with respect to: (i) net greenhouse gas emissions per hectare, (ii) pesticides and fertilizers usage per hectare, (iii) soil’s minerals efficiency ratios, including carbon, ammonia, phosphate and nitrogen per hectare; (iv) water use efficiency; (v) a confirmation of positive impact on these four indicators with an EU-label for organic agriculture as meant in EU Regulation 834/2007 In light of the report and where appropriate, the Commission shall submit to the European Parliament and the Council a legislative proposal to amend this regulation regarding its impact on agricultural financing.
2022/08/18
Committee: ECON
Amendment 1532 #
Proposal for a regulation
Article 1 – paragraph 1 – point 205
Regulation (EU) No 575/2013
Article 519d – paragraph 1 – point c a (new)
(c a) the availability and quality of data used by institutions when calculating their own funds requirements for operation risk.
2022/08/18
Committee: ECON
Amendment 1560 #
Proposal for a regulation
Article 1 – paragraph 1 – point 206 a (new)
Regulation (EU) No 575/2013
Annex IIIa (new)
(206 a)the following Annex is inserted: Annex IIIa ‘Undertakings that are excluded from the definition of shadow banking entities: 1. undertakings included in consolidated supervision on the basis of the consolidated situation of an institution as defined in Article 4(1)(47) of this Regulation. 2. undertakings which are supervised on a consolidated basis by a third country competent authority pursuant to the law of a third country which applies prudential and supervisory requirements that are at least equivalent to those applied in the Union. 3. undertakings which are not within the scope of points (1) and (2) but which are: (a) credit institutions; (b) investment firms; (c) third country credit institutions if the third country applies prudential and supervisory requirements to that institution that are at least equivalent to those applied in the Union; (d) recognised third country investment firms; (e) entities which are financial institutions authorised and supervised by the competent authorities or third country competent authorities and subject to prudential requirements comparable to those applied to institutions in terms of robustness where the institution’s exposure(s) to the entity concerned is treated as an exposure to an institution pursuant to Article 119(5) of this Regulation; (f) entities referred to in points (2) to (23) of Article 2(5) of Directive 2013/36/EU; (g) entities referred to in Article 9(2) of Directive 2013/36/EU; (h) insurance holding companies, insurance undertakings, reinsurance undertakings and third country insurance undertakings and third-country reinsurance undertakings where the supervisory regime of the third country concerned is deemed equivalent; (i) undertakings excluded from the scope of Directive 2009/138/EC in accordance with Article 4 of that Directive; (j) institutions for occupational retirement provision within the meaning of point (a) of Article 6 of Directive 2003/41/EC or subject to prudential and supervisory requirements comparable to those applied to institutions within the meaning of point (a) of Article 6 of Directive 2003/41/EC in terms of robustness; (k) undertakings for collective investment:(i) within the meaning of Article 1 of Directive 2009/65/EC; (ii) established in third countries where they are authorised under laws which provide that they are subject to supervision considered to be equivalent to that laid down in Directive 2009/65/EC;(iii) within the meaning of Article 4(1)(a) of Directive 2011/61/EU with the exception of:- undertakings employing leverage on a substantial basis according to Article 111(1) of Commission Delegated Regulation (EU) 231/2013 and/or- undertakings which are allowed to originate loans or purchase third party lending exposures onto their balance- sheet pursuant to the relevant fund rules or instruments of incorporation;(iv) which are authorised as ‘European long- term investment funds’ in accordance with Regulation (EU) 2015/760;(v) within the meaning of Article 3(1)(b) of Regulation (EU) 346/2013 (‘qualifying social entrepreneurship funds’);(vi) within the meaning of Article 3(b) of Regulation (EU) 345/2013 (‘qualifying venture capital funds’).except undertakings that invest in financial assets with a residual maturity not exceeding two years (short-term assets) and have as distinct or cumulative objectives offering returns in line with money market rates or preserving the value of the investment (money market funds); (l) central counterparties (CCPs) as defined in point (1) of Article 2 of Regulation (EU) No 648/2012 established in the EU and third country CCPs recognised by ESMA pursuant to Article 25 of that Regulation; (m) electronic money issuers as defined in point (3) of Article 2 of Directive 2009/110/EC; (n) payment institutions as defined in point (4) of Article 4 of Directive 2007/64/EC; (o) entities the principal activity of which is to carry out credit intermediation activities for their parent undertakings, for their subsidiaries or for other subsidiaries of their parent undertakings;(p) resolution authorities, asset management vehicles and bridge institutions as defined in points (18), (56) and (59) of Article 2(1) of Directive 2014/59/EU and entities wholly or partially owned by one or more public authorities established prior to the 1 January 2016 for the purpose of receiving and holding some or all of the assets, rights and liabilities of one or more institutions in order to preserve or restore the viability, liquidity or solvency of an institution or to stabilise the financial market.’
2022/08/18
Committee: ECON