The European Banking Authority (EBA) published for consultation (until 2 January 2017) a proposal to review its Implementing Technical Standards (ITS) on additional monitoring metrics for liquidity (ALMM), which mainly consists of reintroducing a maturity ladder in line with the reporting requirements laid down in the Commission's Delegated Act on the Liquidity Coverage Ratio (LCR).
The EBA launched a consultation (until 10 February 2017) on its draft guidelines on the estimation of risk parameters for non-defaulted exposures, namely of the probability of default (PD) and the loss given default (LGD), and on the treatment of defaulted assets - as part of its review of the internal ratings-based approach (IRBA).
The EBA published for consultation (until 7 January 2017) revised ITS on supervisory reporting. The proposed amendments concern new requirements for the reporting of information on sovereign exposures and changed requirements for the reporting of operational risk data.
The European Central Bank (ECB) published the first of three parts of the AnaCredit Manual, which provides detailed information and guidance on AnaCredit reporting requirements but has no binding legal status.