BETA

3 Amendments of Eva KAILI related to 2016/0360A(COD)

Amendment 222 #
Proposal for a regulation
Recital 56 a (new)
(56a) In line with the Fundamental Review of the Trading Book (FRTB) that the Basel Committee proposed in order to introduce the risk factor modellability assessment framework based on real price criteria, banks should be able to assess their required threshold for a risk factor based on reliable price data that reflects the market reality. Transaction data originated only from the bank may not suffice for a reliable risk assessment. This regulation should allow banks the use of data aggregators, that can also be provided by third parties, as an instrument that pools and sources real prices across the markets, broadens the view of the bank’s risk assessment and improves there liability of the data used to model the risk factor threshold.
2018/02/02
Committee: ECON
Amendment 319 #
Proposal for a regulation
Article 1 – paragraph 1 – point 14
Regulation (EU) No 575/2013
Article 36 – paragraph 1 – point b
"(b) intangible assets;" (http://eur-lex.europa.eu/legal-content/EN/TXT/PDF/?uri=CELEX:32013R0575&from=(14) In paragraph 1 of Article 36, point (b) is replaced by the following: "(b) intangible assets with the exception of software that has a market value. Institutions shall only deduct from CET1, the difference between the exposure value of the software calculated in accordance with article 111(1) and the market value, when the exposure value is higher than the market value. EBA shall develop draft regulatory technical standards to define the term "software" and to determine the methodology to calculate the market value referred to in this paragraph. EBA shall submit those draft regulatory technical standards to the Commission by xxx 201x; Power is conferred on the Commission to adopt the regulatory technical standards referred to in point b in accordance with Articles 10 to 14 of Regulation (EU) No 1093/2010." Or. en)
2018/02/02
Committee: ECON
Amendment 653 #
Proposal for a regulation
Article 1 – paragraph 1 – point 84
4. For the purposes of points (b) and (c) of paragraph 3, institutions may consider a price or a committed quote provided by a third party as a verifiable price, provided that the third party agrees to provide evidence of the transaction or a committed quote to competent authorities upon request. As evidence, the third party shall provide details of the transaction amount (needed to test that the transaction was not a negligible amount) and the transaction price (to assess the ‘realness’ of the transactions).
2018/02/05
Committee: ECON