Publications

EBA Q3 2023 risk parameters annex presenting credit risk statistics for IRB banks across EU and non-EU countries, including default rates, loss rates, and probability of default (PD) by counterparty type and sector.

EBA Risk Dashboard Q3 2023 – quarterly analysis of key risks and vulnerabilities in the EU banking sector, covering solvency, credit risk, profitability, funding, liquidity, and asset quality indicators for major institutions.

European Banking Authority (EBA) Management Board meeting minutes from November 2023 covering operational updates, Q&A process reforms, HR strategy, IT cloud migration, budget execution, and progress on the 2023 work programme, including challenges under CRR3/CRD6 and DORA implementation.

EBA public hearing on draft Regulatory Technical Standards (RTS) under CRR2, focusing on assessing materiality of extensions and changes to the Fundamental Review of the Trading Book (FRTB) Internal Models Approach (IMA) and modellable risk factors – covering categorisation, supervisory requirements, and next steps.

EBA illustrative examples for offsetting and scope indications in ASA and AIMA reporting templates under CRR3, demonstrating consolidated level reporting structures for banking groups with subsidiaries across Europe and beyond.

EBA final report amending Implementing Technical Standards on market risk reporting under the Fundamental Review of the Trading Book (FRTB), expanding requirements for Alternative Standardised Approach (ASA) and Alternative Internal Model Approach (AIMA) to prepare institutions for full FRTB implementation in the EU.

Letter from Quinn Emanuel on behalf of BNP Paribas noteholders challenging the bank’s treatment of US$500M subordinated notes as Tier 2 capital under CRR rules, citing tax call provisions and redemption incentives as regulatory non-compliance issues.

EBA letter addressing concerns about BNP Paribas' legacy Tier 2 perpetual instrument, clarifying its ineligibility as regulatory capital under CRR due to tax call clauses and multi-layered structure, requiring grandfathering treatment ended in 2021.