20 March 2019
The European Banking Authority (EBA) published today an updated methodological guide on how to compile risk indicators and detailed risk analysis tools. This guidance, which describes how risk indicators are computed in EBA publications, allows competent authorities and users of EBA data to interpret key bank figures in a consistent fashion when conducting their risk assessments.
This update includes additional indicators based on IFRS 9 information, as well as other indicators to better understand institutions' profitability, exposures to sovereign counterparties and own funds requirements for operational risk, among others. This updated guide is based on the EBA reporting framework version 2.8, applicable from December 2018 onwards.