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In line with the mandate for the EBA in Article 128 (3) of the Capital Requirements Regulation, this consultation paper is seeking views on the exposure classes that could contain high-risk items. In addition, it specifies the method, which institutions can use in order to inform supervisors about the occurrence of high-risk items in their portfolios, which are considered as structurally different from common exposures of the same asset class.
The EBA also included the clarification regarding the notion of investments in venture capital firms and private equity. The aim is to provide guidance and ensure harmonisation regarding the type of exposures considered as investments in venture capital firms and private equity.
Responses to this consultation can be sent to the EBA by 17 July 2018. A public hearing will take place at the EBA premises on 4 May 2018 from 11:00 to 12:30 UK time.