2017 EBA EU-wide Transparency Exercise report on Banco Mare Nostrum’s capital and leverage ratios under CRR, detailing Common Equity Tier 1, Tier 1, and Tier 2 capital, transitional adjustments, and risk exposure as of December 2016 and June 2017.
EBA 2017 EU-wide Transparency Exercise – reporting capital and leverage ratio data for Criteria Caixa S.A.U. under CRR, including transitional and fully loaded CET1 capital, Tier 1 and Tier 2 capital, and risk exposure amounts for Q4 2016 and Q2 2017.
2017 EBA EU-wide Transparency Exercise – discloses capital ratios, leverage ratios, and own funds breakdown for Volksbanken Verbund under CRR, including CET1, Tier 1, and Tier 2 capital as of December 2016 and June 2017.
2017 EBA EU-wide Transparency Exercise – discloses ING Groep N.V.’s capital ratios, risk exposure, and leverage metrics under CRR, including Common Equity Tier 1, Tier 1, and Total Capital ratios for December 2016 and June 2017.
The European Supervisory Authorities (ESAs) have been made aware of challenges for certain counterparties to exchange variation margin for physically-settled FX forwards by 3 January 2018. Based on the material presented to the ESAs, the implementation appears to mainly pose a challenge regarding transactions with certain end-users.
The European Banking Authority (EBA) published today its tenth report on risks and vulnerabilities in the EU banking sector. The report is accompanied by the 2017 EU-wide transparency exercise, which provides key data in a comparable and accessible format for 132 banks across the EU. The data shows further resilience in the EU banking sector amid a benign macroeconomic and financial environment, with an additional strengthening of the capital position, an improvement of asset quality and a slight increase of profitability. However, further progress on NPLs is needed whilst the long-term sustainability of prevailing business models remains a challenge. The importance of robust data management and IT and operational resilience is also a priority.
The European Banking Authority (EBA) published today its third annual Report on the convergence of supervisory practices across the EU. The Report reviews consistency in the application of the Supervisory Review and Evaluation Process (SREP) in order to promote comparable supervisory approaches and consistency in supervisory outcomes across the single market. This is necessary for a level playing field, effective supervision of cross border groups, and to identify supervisory best practices.
Presentation
EBA Report on convergence of supervisory practices - 2017
The European Banking Authority (EBA) welcomes the Council’s decision on its relocation to Paris, in light of the UK’s intention to withdraw from the EU. This is an important decision for the Authority that guarantees a seamless continuation of its activities by reassuring its current and future staff over the new location and putting an end to a period of uncertainty. The EBA is confident that France will support the Authority to ensure a smooth transition, which is crucial to continue delivering on its mission objectives of maintaining financial stability in the EU and safeguarding the integrity, efficiency and orderly functioning of the banking sector.
The European Banking Authority (EBA) published today its final Guidelines on the estimation of risk parameters for non-defaulted exposures - namely of the probability of default (PD) and the loss given default (LGD), and on the treatment of defaulted exposures under the advanced IRB Approach, including estimation of parameters such as ELBE and LGD in-default. These Guidelines, which are part of the EBA’s regulatory review of the IRB approach, aim to restore market participants’ trust in internal models by reducing the unjustified variability in their outcomes, ensuring comparability of risk estimates while at the same time preserving risk sensitivity of capital requirements.
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
The European Banking Authority (EBA) publishes today its final methodology for the 2018 EU-wide stress test, following a discussion with industry in summer 2017. The methodology covers all relevant risk areas and, for the first time, incorporates IFRS 9 accounting standards. The stress test exercise will be formally launched in January 2018 and the results to be published by 2 November 2018.