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Presentation

EBA Report on convergence of supervisory practices - 2017

EBA Report on IRB modelling practices

EBA guidelines (EBA-GL-2017-16) on estimating Probability of Default (PD) and Loss Given Default (LGD) for non-defaulted and defaulted exposures under the IRB Approach, aiming to reduce unjustified variability in risk parameters and restore trust in internal models while ensuring risk sensitivity and harmonisation.

Presentation

2018 EU-wide stress test - Methodological Note

Presentation

Updated CET1 list Q4 2017

Compliance table

COREP, AMM, other adopted

Final Peer review Report on EBA O-SIIs Guidelines

EBA draft instructions for using NPL transaction templates to standardize data disclosure in non-performing loan transactions, supporting financial due diligence and valuation by investors under EU regulatory frameworks like CRR and AnaCredit.

European Banking Authority draft templates for non-performing loans (NPLs) aim to standardize data disclosure, reduce information gaps between buyers and sellers, and support EU secondary NPL market development by enhancing transparency and comparability.

Final Guidelines on connected clients (EBA-GL-2017-15)

EBA report presenting results of the 2017 Low Default Portfolios (LDP) credit risk benchmarking exercise, analysing IRB parameter variability, portfolio composition, and risk-weight deviations across participating banks under CRR/CRD IV frameworks.

European Banking Authority report presenting results of the 2017 market risk benchmarking exercise, analysing VaR, stressed VaR, IRC, and APR metrics across participating banks to assess risk measurement consistency and supervisory practices under EU regulatory frameworks.