20 Amendments of Agnès EVREN related to 2021/0342(COD)
Amendment 880 #
Proposal for a regulation
Article 1 – paragraph 1 – point 53 – point b a (new)
Article 1 – paragraph 1 – point 53 – point b a (new)
Regulation (EU) No 575/2013
Article 134 – paragraph 8 a (new)
Article 134 – paragraph 8 a (new)
8a. Regarding SFTs, securities financing transactions exposures risk weights shall be capped at 50 % and 20% where the exposures residual maturities are respectively one year or less and 3 months or less;
Amendment 899 #
Proposal for a regulation
Article 1 – paragraph 1 – point 61 – point c
Article 1 – paragraph 1 – point 61 – point c
Règlement (UE) nº 575/2013
Article 147 – paragraph 3 a
Article 147 – paragraph 3 a
3a. Exposures to regional governments, local authorities or public sector entities shall all be assigned to the exposure class referred to in paragraph 2, point (a1), irrespective of the treatment such exposures would receive undexcept for exposures treated as exposures to central governments as per Aarticles 115 orand 116.;
Amendment 1037 #
Proposal for a regulation
Article 1 – paragraph 1 – point 130 – point -a (new)
Article 1 – paragraph 1 – point 130 – point -a (new)
Regulation (EU) No 575/2013
Article 274 paragraph 2
Article 274 paragraph 2
(- a) paragraph 2 is replaced by the following: "2. Institutions shall calculate the exposure value of a netting set under the standardised approach for counterparty credit risk as follows: Exposure value = α · (RC + PFE) where: RC=the replacement cost calculated in accordance with Article 275; and PFE=the potential future exposure calculated in accordance with Article 278; α=1,4. for netting sets with non-financial counterparties as defined in point(9) of Article 2 of Regulation (EU) No 648/2012, or with non-financial counterparties established in a third country; α = 1.4 for all other nettings sets. " Or. en (REGULATION (EU) 2019/876)
Amendment 1210 #
Proposal for a regulation
Article 1 – paragraph 1 – point 196
Article 1 – paragraph 1 – point 196
Regulation (EU) No 575/2013
Article 465 – paragraph 2 – subparagraph 1
Article 465 – paragraph 2 – subparagraph 1
2. By way of derogation from Article 92(3), point (a), EU parent institutions, EU parent financial holding companies or an EU parent mixed financial holding companies, stand-alone institutions in the EU or stand-alone subsidiary institutions in Member States may, until 31 December 2029, apply the following formula when calculating TREA: TREA=min {max {U-TREA; x∙S-TREA}; 125% . U-TREAU-TREA +10%*REA under the IRBapproaches}
Amendment 1238 #
Proposal for a regulation
Article 1 – paragraph 1 – point 196
Article 1 – paragraph 1 – point 196
Regulation (EU) No 575/2013
Article 465 – paragraph 3 – subparagraph 1
Article 465 – paragraph 3 – subparagraph 1
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 %.
Amendment 1266 #
Proposal for a regulation
Article 1 – paragraph 1 – point 196
Article 1 – paragraph 1 – point 196
Regulation (EU) No 575/2013
Article 465 – paragraph 3 – subparagraph 3
Article 465 – paragraph 3 – subparagraph 3
On the basis of that report and taking due account of the related internationally agreed standards developed by the BCBS, and once over 75% of EU Corporate, including SMEs, are subject to credit assessments by ECAIs, the Commission shall, where appropriate, submit to the European Parliament and to the Council a legislative proposal by 31 December 2031.
Amendment 1278 #
Proposal for a regulation
Article 1 – paragraph 1 – point 196
Article 1 – paragraph 1 – point 196
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.
Amendment 1282 #
Proposal for a regulation
Article 1 – paragraph 1 – point 196
Article 1 – paragraph 1 – point 196
Regulation (EU) No 575/2013
Article 465 – paragraph 4 – subparagraph 2
Article 465 – paragraph 4 – subparagraph 2
The Commission may, having taken into account the EBA report referred to in Article 514, and upon international developments, adopt a delegated act in accordance with Article 462 to permanently modifyreplace alpha by 1 as well in the vcalue of alpha, where appropriateculation of exposure value set in Article 274.2.
Amendment 1308 #
Proposal for a regulation
Article 1 – paragraph 1 – point 196
Article 1 – paragraph 1 – point 196
Règlement (UE) No 575/2013
Article 465 – paragraph 5 – subparagraph 1 – point a
Article 465 – paragraph 5 – subparagraph 1 – point a
(a) until 31 December 2032, a risk weight of 10 % to the part of the exposures secured by mortgages on residential property up to 55 % of the property value remaining after any senior or pari passu ranking liens not held by the institution have been deducted,
Amendment 1309 #
Proposal for a regulation
Article 1 – paragraph 1 – point 196
Article 1 – paragraph 1 – point 196
Règlement (UE) No 575/2013
Article 465 – paragraph 5 – subparagraph 1 – point b
Article 465 – paragraph 5 – subparagraph 1 – point b
(b) until 31 December 2029, a risk weight of 45% to any remaining part of the exposures secured by mortgages on residential property up to 80 % of the property value remaining after any senior or pari passu ranking liens not held by the institution have been deducted, provided that the adjustment to own funds requirements for credit risk referred to in Article 501 is not applied.
Amendment 1328 #
Proposal for a regulation
Article 1 – paragraph 1 – point 196
Article 1 – paragraph 1 – point 196
Regulation (UE) No 575/2013
Article 465 – paragraph 5 – subparagraph 2 – point c – introductory part
Article 465 – paragraph 5 – subparagraph 2 – point c – introductory part
(c) for the qualifying exposures the institution has both the following claims , in the event of the default or non-payment of the obligor, a right on the residential immovable property securing the event of the default or non-payment of the obligor:xposure (or the right to request or take a mortgage on the residential property in accordance with Article 108 (4) g) and another right over the obligor’s assets or revenues either contractually or by national applicable law;
Amendment 1330 #
Proposal for a regulation
Article 1 – paragraph 1 – point 196
Article 1 – paragraph 1 – point 196
Regulation (UE) nº 575/2013
Article 465 – paragraph 5 – subparagraph 2 – point c – point i
Article 465 – paragraph 5 – subparagraph 2 – point c – point i
Amendment 1332 #
Proposal for a regulation
Article 1 – paragraph 1 – point 196
Article 1 – paragraph 1 – point 196
Regulation (UE) No 575/2013
Article 465 – paragraph 5 – subparagraph 2 – point c – point ii
Article 465 – paragraph 5 – subparagraph 2 – point c – point ii
Amendment 1381 #
Proposal for a regulation
Article 1 – paragraph 1 – point 196
Article 1 – paragraph 1 – point 196
Règlement (UE) No 575/2013
Article 465 – paragraph 5 – subparagraph 6
Article 465 – paragraph 5 – subparagraph 6
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 20314 if the EBA demonstrates the inappropriateness of the coefficients of 10 % and 45 % for the countries in which Member States have exercised the discretion in the first subparagraph on the basis of clear evidence from observed losses incurred.;
Amendment 1406 #
Proposal for a regulation
Article 1 – paragraph 1 – point 199
Article 1 – paragraph 1 – point 199
Regulation (EU) No 575/2013
Article 495a – paragraph 3
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]assign a risk weight of 100% to equity exposures to entities of which they have been a shareholder at [adoption date] for six consecutive years and over which they exercise at least significant influence or control 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.
Amendment 1414 #
Proposal for a regulation
Article 1 – paragraph 1 – point 199
Article 1 – paragraph 1 – point 199
Regulation (EU) No 575/2013
Article 495b – paragraph 1 – point a
Article 495b – paragraph 1 – point a
(a) 530 % during the period from 1 January 2025 to 31 December 20278;
Amendment 1417 #
Proposal for a regulation
Article 1 – paragraph 1 – point 199
Article 1 – paragraph 1 – point 199
Regulation (EU) No 575/2013
Article 495b – paragraph 1 – point b
Article 495b – paragraph 1 – point b
(b) 870 % during the period from 1 January 20289 to 31 December 202830;
Amendment 1418 #
Proposal for a regulation
Article 1 – paragraph 1 – point 199
Article 1 – paragraph 1 – point 199
Regulation (EU) No 575/2013
Article 495b – paragraph 1 – point c
Article 495b – paragraph 1 – point c
(c) 1080 % during the period from 1 January 2029 to 31 December 2029from 1 January 2031.
Amendment 1421 #
Proposal for a regulation
Article 1 – paragraph 1 – point 199
Article 1 – paragraph 1 – point 199
Regulation (EU) No 575/2013
Article 495b – paragraph 2 – subparagraph 1
Article 495b – paragraph 2 – subparagraph 1
2. EBA shall prepare a report on the appropriate calibration of riskfinal LGD input floors, including the haircut parameters, applicable to specialised lending exposures under the IRB Approach, and in particular on own estimates of LGD and LGD input floorin order not to penalize high quality transactions. EBA shall in particular include in its report data on averageetailed data on numbers of defaults and realised losses observed in the Union for different samples of institutions with different business and risk profiles, and also an assessment of the impact of the applicable regulation and guidelines, on the financing of underlying economic activities financed by SLEs.
Amendment 1424 #
Proposal for a regulation
Article 1 – paragraph 1 – point 199
Article 1 – paragraph 1 – point 199
EBA shall submit the report , by one year after the entry into force of this Regulation, its findings to the European Parliament, to the Council, and to the Commission, by 31 December 2025ssue guidelines, in accordance with Article 16 of Regulation (EU) N° 1093/2010, related to internal modelling of PD and LGD of specialised lending, taking into account their specificities, with notably discount rate assumption.