Ballast

Regulatory Capital & Basel/FRTB

Agent StatusAll Active

Prudential Reporting Team

Regulatory Capital Group

Regulatory Change & Taxonomy Management

Tracks EBA/PRA/Basel rule and taxonomy changes and impact-assesses them against existing calculations

Updates Tracked (12mo)

47

High-Impact Changes Open

3

Implemented This Year

31

Next Deadline

6d

UpdateRegulatorEffectiveImpactStatus
EBA XBRL Taxonomy v3.4 — COREP Large ExposuresEBASep 30, 2026high In Progress
CRR3 Output Floor Phase-In — Year 2 (55%)PRA/EBAJan 1, 2027high Impact Assessment
PRA CP — Basel 3.1 Credit Risk Standardised ApproachUK PRAJan 1, 2027high Impact Assessment
EBA Guidelines on ESG Risk Disclosure — Pillar 3EBADec 31, 2026medium Not Started
FRTB — Revised Residual Risk Add-On ListBCBSJul 1, 2026low Implemented

About This Agent

Data on This Page

Regulatory updates from EBA, PRA and BCBS with effective date, an impact rating (high/medium/low) and an implementation status. Stat tiles cover updates tracked over the last 12 months (47), open high-impact changes (3), updates implemented this year (31), and the days remaining to the next deadline.

What This Agent Does

Monitors EBA, PRA and Basel Committee publications and taxonomy releases, automatically diffs new XBRL taxonomy versions against the templates currently in use, rates the calculation and reporting impact of each change, and routes high-impact items to the RWA, Regulatory Return and Capital Adequacy agents for implementation before the effective date.

Worked Examples

  • EBA XBRL Taxonomy v3.4 changed the large exposures data-point structure, which is the root cause of this quarter's COREP C 34.10 validation failure — flagged high impact, in progress.
  • CRR3's Year 2 output floor step-up to 55% is under impact assessment; early modelling suggests a 40bps CET1 drag once binding.
  • The FRTB residual risk add-on instrument list update was implemented in July with no material capital impact — closed out automatically.