Tržno tveganje, tveganje poravnave in CVA

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Monetary policy

The primary objective of the Eurosystem, which part is also the Bank of Slovenia, is to maintain price stability. The Eurosystem aims at euro inflation rates of below, but close to, 2% over the medium term.
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Financial stability
Financial stability

The Bank of Slovenia co-designs, implements and oversees a system of prudential rules for safe and sound operations by banks and savings banks, and ensures financial stability through the regular monitoring and analysis of banks.
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Payment systems and securities settlement systems (settlement systems) are an important part of the economic and financial infrastructure, which allow for the transfer of funds and financial instruments between participants in payment and settlement systems.
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Tržno tveganje, tveganje poravnave in CVA

Regulativni tehnični standardi

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Delegirana uredba Komisije (EU) 2018/728 z dne 24. januarja 2018 o dopolnitvi Uredbe (EU) št. 575/2013 Evropskega parlamenta in Sveta v zvezi z regulativnimi tehničnimi standardi za postopke za izključitev poslov z nefinančnimi nasprotnimi strankami s sedežem v tretji državi iz kapitalske zahteve za tveganje prilagoditve kreditnega vrednotenja (UL L št. 123 z dne 18. maja 2018)
Delegirana uredba Komisije (EU) 2016/861 z dne 18. februarja 2016 o popravku Delegirane uredbe Komisije (EU) št. 528/2014 o dopolnitvi Uredbe (EU) št. 575/2013 Evropskega parlamenta in Sveta v zvezi z regulativnimi tehničnimi standardi za ne-delta tveganja, povezana z opcijami, pri standardiziranem pristopu za tržna tveganja in o popravku Delegirane uredbe Komisije (EU) št. 604/2014 o dopolnitvi Direktive 2013/36/EU Evropskega parlamenta in Sveta glede regulativnih tehničnih standardov v zvezi s kvalitativnimi in ustreznimi kvantitativnimi merili za opredelitev kategorij zaposlenih, katerih poklicne dejavnosti pomembno vplivajo na profil tveganosti institucij (UL L št. 144 z dne 1. junija 2016)
Delegirana uredba Komisije (EU) 2015/942 z dne 4. marca 2015 o spremembi Delegirane uredbe (EU) št. 529/2014 o dopolnitvi Uredbe (EU) št. 575/2013 Evropskega parlamenta in Sveta v zvezi z regulativnimi tehničnimi standardi za ocenjevanje pomembnosti razširitev in sprememb notranjih pristopov pri izračunavanju kapitalskih zahtev za tržno tveganje (UL L št. 165 z dne 19. junija 2015)
Delegirana uredba Komisije (EU) št. 530/2014 z dne 12. marca 2014 o dopolnitvi Direktive 2013/36/EU Evropskega parlamenta in Sveta v zvezi z regulativnimi tehničnimi standardi, ki dodatno opredeljujejo pomembne izpostavljenosti in pragove za notranje pristope k posebnemu tveganju v trgovalni knjigi (UL L št. 148 z dne 20. maja 2014)
Delegirana uredba Komisije (EU) št. 528/2014 z dne 12. marca 2014 o dopolnitvi Uredbe (EU) št. 575/2013 Evropskega parlamenta in Sveta v zvezi z regulativnimi tehničnimi standardi za ne-delta tveganja, povezana z opcijami, pri standardiziranem pristopu za tržna tveganja (UL L št. 148 z dne 20. maja 2014, s popravki)
Delegirana uredba Komisije (EU) št. 526/2014 z dne 12. marca 2014 o dopolnitvi Uredbe (EU) št. 575/2013 Evropskega parlamenta in Sveta v zvezi z regulativnimi tehničnimi standardi za določitev približka razmika in omejenega števila manjših portfeljev za tveganje prilagoditve kreditnega vrednotenja (UL L št. 148 z dne 20. maja 2014)
Delegirana uredba Komisije (EU) št. 525/2014 z dne 12. marca 2014 o dopolnitvi Uredbe (EU) št. 575/2013 Evropskega parlamenta in Sveta v zvezi z regulativnimi tehničnimi standardi za opredelitev trga vrednotenja (UL L št. 148 z dne 20. maja 2014)

Izvedbeni tehnični standardi

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Izvedbena uredba Komisije (EU) 2018/1580 z dne 19. oktobra 2018 o spremembi Izvedbene uredbe (EU) 2015/2197 o določitvi izvedbenih tehničnih standardov v zvezi s tesno koreliranimi valutami v skladu z Uredbo (EU) št. 575/2013 Evropskega parlamenta in Sveta (UL L št. 263 z dne 22. oktobra 2018)
Izvedbena uredba Komisije (EU) 2015/2197 z dne 27. novembra 2015 o določitvi izvedbenih tehničnih standardov v zvezi s tesno koreliranimi valutami v skladu z Uredbo (EU) št. 575/2013 Evropskega parlamenta in Sveta (UL L št. 313 z dne 28. novembra 2015)
Izvedbena uredba Komisije (EU) št. 945/2014 z dne 4. septembra 2014 o določitvi izvedbenih tehničnih standardov v zvezi z zadevnimi ustrezno razpršenimi indeksi v skladu z Uredbo (EU) št. 575/2013 Evropskega parlamenta in Sveta (UL L št. 265 z dne 5. septembra 2014)

Smernice EBA ter pripadajoči sklepi Banke Slovenije

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Smernice o korekcijah modificiranega trajanja dolžniških instrumentov v skladu z drugim pododstavkom člena 340(3) Uredbe (EU) št. 575/2013 (4. januar 2017)
Sklep o uporabi Smernic o korekcijah modificiranega trajanja dolžniških instrumentov v skladu z drugim pododstavkom člena 340(3) Uredbe (EU) št. 575/2013 (Uradni list RS, št. 4/2017)
Smernice EBA o kapitalski zahtevi za presežno tveganje neplačila in migracije (IRC) EBA/GL/2012/3 (16. maj 2012)
Sklep o uporabi Smernic EBA o kapitalski zahtevi za presežno tveganje neplačila in migracije (IRC) (Uradni list RS, št. 47/15)
Smernice EBA o tveganih vrednostih za izjemne situacije EBA/GL/2012/2 (16. maj 2012)
Sklep o uporabi Smernic EBA o tveganih vrednostih za izjemne situacije (Uradni list RS, št. 47/15)

ECB akti

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ECB guide to internal models - Risk-type-specific chapters (September 2018)	/

Posvetovalni dokumenti in dokumenti pred objavo v Uradnem listu

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EBA publishes its roadmap for the new market and counterparty credit risk approaches and launches consultation on technical standards on the IMA under the FRTB along with a data collection on non-modellable risk factors (27 June 2019) EBA roadmap for the new market and counterparty credit risk approaches (27 June 2019) Consultation Paper - Draft Regulatory Technical Standards on Liquidity horizons for the Internal Model Approach (IMA) under points (a) to (d) of Article 325bd(7) of Regulation (EU) No 575/2013 (Capital Requirements Regulation 2 - CRR2) (EBA/CP/2019/05; 27 June 2019) Consultation Paper - Draft Regulatory Technical Standards on Back-testing requirements under Article 325bf(9) and Profit and Loss attribution requirements under Article 325bg(4) of Regulation (EU) No 575/2013 (Capital Requirements Regulation 2 - CRR2) (EBA/CP/2019/06; 27 June 2019) Consultation Paper - Draft Regulatory Technical Standards on Criteria for assessing the modellability of risk factors under the Internal Model Approach (IMA) under Article 325be(3) of Regulation (EU) No 575/2013 (Capital Requirements Regulation 2 - CRR2) (EBA/CP/2019/07; 27 June 2019) NMRF data collection template (27 June 2019) Instructions for filling the NMRF SSRM data template (27 June 2019)	/ / / / / / /
EBA updates list of diversified indices (11 April 2019) Commission Implementing Regulation (EU) …/... on amending Implementing Regulation (EU) 945/2014 laying down implementing technical standards with regard to relevant appropriately diversified indices in accordance with Regulation (EU) No 575/2013 of the European Parliament and of the Council Annex - Stock indices meeting the requirements of Article 344 of Regulation (EU) No 575/2013	/ / /
EBA updates list of correlated currencies (30 January 2019) Annex - List of closely related currencies	/ /
EBA launches consultation to amend Regulation on benchmarking of internal models (18 December 2018) Consultation Paper - Draft Implementing Technical Standards amending Commission Implementing Regulation (EU) 2016/2070 with regard to benchmarking of internal models (EBA/CP/2018/16; 18 December 2018)	/ /
Targeted exploratory consultation on the finalisation of Basel III (16 March 2018)	/
Discussion Paper Implementation in the European Union of the revised market risk and counterparty credit risk frameworks (EBA/DP/2017/04; 18 December 2017)	/
Draft ECB Guide on materiality assessment (EGMA) Materiality assessment for IMM and A-CVA model extensions and changes (December 2017) Press release	/
Discussion Paper Treatment of structural FX under Article 352(2) of the CRR (EBA/DP/2017/01, 22. junij 2017)	/
EBA FINAL draft Regulatory Technical Standards for determining proxy spread and limited smaller portfolios for credit valuation adjustment under Article 383(7) of Regulation (EU) No 575/2013 (the Capital Requirements Regulation – CRR) (EBA/RTS/2017/07; 21 June 2017)	/
EBA Final Draft Regulatory Technical Standards On the procedures for excluding transactions with non-financial counterparties established in a third country from the own funds requirement for credit valuation adjustment risk under Article 382(5) of Regulation (EU) No 575/2013 (Capital Requirements Regulation – CRR) (EBA/RTS/2017/01; 9 February 2017)	/
EBA final draft Regulatory Technical Standards on the specification of the assessment methodology for competent authorities regarding compliance of an institution with the requirements to use internal models for market risk and assessment of significant share under Article 363(4)(b) and (c) of Regulation (EU) No 575/2013 (EBA/RTS/2016/07; 22 November 2016)	/
Response to the European Commission’s CfA on Standardised Approach for Counterparty Credit Risk and Own Funds Requirements for Market Risk (EBA-Op-2016-19; 03 November 2016)	/
Consultation Paper on Guidelines on the treatment of CVA risk under the supervisory review and evaluation process (SREP) (EBA/CP/2015/21; 12 November 2015)	/

Ostalo

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EBA Report: Results from the 2018 market risk benchmarking exercise (January 2019)	/
EBA 2016 CVA risk monitoring exercise main results (4 May 2018)	/
EBA 2015 CVA Risk Monitoring Exercise - main results (21 June 2017)	/