Publications

Article 33 of the LCR Delegated Act

EBA 2017 workshop presentation on using machine learning (e.g., Random Forests) to predict bank insolvencies, focusing on profitability, capital, and asset quality with US and European bank data for model testing.

Study by Bank of Greece researchers evaluating machine learning techniques, particularly Random Forests, to predict bank insolvencies using US and European data under the CAMELS framework – proposes an Early Warning System to enhance the Supervisory Review and Evaluation Process (SREP) for proactive banking supervision.

Presentation

EBA vacancy notice for a Legal Officer position on secondment in London, seeking candidates with legal expertise to support regulatory, oversight, and consumer protection functions under EU banking law and the EBA Regulation.

Report on the implementation of the EBA Guidelines on methods for calculating contributions to DGS

ACPR study analysing whether excessively high profitability increases bank distress risk in Europe (2001-2014), challenging the assumption that profitability always enhances financial stability.

EBA 2017 research paper analysing systemic risk implications of bank resolution under BRRD/SRM using correlation networks, comparing liquidation, recapitalisation, and bail-in scenarios to assess expected losses at bank and system levels.

European Banking Authority eligibility criteria grid for legal officer secondments – outlines EU nationality, language, employment, education, and professional experience requirements under Regulation (EU) no. 1093/2010.

EBA guidelines establishing uniform disclosure requirements for IFRS 9 transitional arrangements under CRR Article 473a, outlining compliance obligations, reporting formats, and scope for financial institutions during the transitional period.

Final Report on Guidelines on uniform disclosure of IFRS9 transitional arrangements (EBA-GL-2018-01)

EBA guidelines outlining security measures for payment service providers (PSPs) under PSD2 to manage operational and security risks, including compliance, reporting obligations, and implementation requirements for financial institutions and competent authorities.

European Banking Authority (EBA) 2017 amending budget detailing revenue sources—including EU and EEA contributions, fees, and host state funding—and expenditure allocations for staff salaries, allowances, and operational costs under Regulation (EU) No 1093/2010.

EBA’s Q3 2016 report on stakeholder meetings covering consumer protection, PSD2, Basel proposals, securitisation, remuneration, and regulatory proportionality with banks, associations, and academia.