EBA updates list of risk indicators and analysis tools

  • Press Release
  • 14 June 2023

The European Banking Authority (EBA) published today an updated list of indicators for risk assessment and risk analysis tools, together with the accompanying methodological guide. Without adding any reporting burden neither on reporting institutions nor on competent authorities, this guidance describes how risk indicators are computed in EBA publications. It will allow competent authorities and users of EBA data to interpret key bank figures in a consistent fashion when conducting their risk assessments and analyses.

This update is based on the EBA reporting framework version 3.2 and includes the review of indicators on institutions' profitability, liquidity and funding, among others. The accompanying EBA Methodological Guide – Risk Indicators, along with the Detailed Risk Analysis Tools (DARTs) have also been reviewed based on the 3.2 taxonomy.

Documents

Revised EBA Methodological Guide - Risk Indicators

(2.11 MB - PDF) Last update 14 June 2023

EBA Detailed Risk Analysis Tool

(107.78 KB - Excel Spreadsheet) Last update 14 June 2023

List of EBA Risk Indicators

(634.71 KB - Excel Spreadsheet) Last update 14 June 2023

Press contacts

Franca Rosa Congiu