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Guidelines amending Guidelines on legislative and non-legislative moratoria on loan repayments applied in the light of the COVID-19 crisis

EBA Annex II outlines reporting instructions for own funds, capital requirements, and solvency under the Capital Requirements Regulation (CRR), covering templates for credit risk, counterparty risk, securitisations, and group solvency for EU financial institutions.

European Banking Authority (EBA) Annex V outlines FINREP reporting requirements for financial institutions, detailing templates, instructions, and breakdowns on financial assets, liabilities, impairments, non-performing exposures, collateral, and hedge accounting under IFRS and national GAAP.

European Banking Authority (EBA) guidelines on reporting losses from lending collateralized by immovable property under CRR, detailing scope, definitions, geographical breakdown, exposure and loss reporting requirements, and valuation rules for residential and commercial property.

European Banking Authority (EBA) technical instructions for reporting large exposures and concentration risk under CRR (Regulation (EU) No 575/2013), detailing templates LE1, LE2, and LE3 for solo and consolidated reporting, including counterparty identification, trading/non-trading book exposures, and connected client groups.

European Banking Authority (EBA) Annex XI outlines reporting requirements for leverage ratio calculations under the Capital Requirements Regulation (CRR), including templates, formulas, materiality thresholds for derivatives, and volatility reporting for banks.

European Banking Authority guidelines detailing instructions for completing Net Stable Funding Ratio (NSFR) reporting templates under Regulation (EU) 575/2013 (CRR), covering required and available stable funding, simplified methodologies, and reporting requirements for institutions.

European Banking Authority annex outlining the Single Data Point Model (DPM) for transforming supervisory reporting data into a structured IT format, defining data dictionaries, metrics, and technical specifications to ensure uniform reporting across institutions and authorities.

European Banking Authority (EBA) Annex XV outlines validation rules for regulatory reporting, ensuring data quality, consistency, logical relationships, and accuracy of reported financial data under EBA frameworks.

EBA reporting guidelines on asset encumbrance – detailing templates and instructions for financial institutions to disclose encumbered assets, collateral, maturity data, covered bonds, and contingent encumbrance under IFRS/IAS standards.

European Banking Authority (EBA) instructions for completing the Additional Monitoring Tools template under Annex XVIII, detailing liquidity risk reporting requirements, including funding concentration by counterparty, maturity calculations, and data submission rules for financial institutions under EU Regulation 575/2013.

EBA Annex XXI provides instructions for banks to report concentration of counterbalancing capacity under template C 71.00, detailing requirements for top holdings, issuer details, product types, currencies, credit quality, and collateral eligibility under EU liquidity regulations.

European Banking Authority guidelines detailing instructions for banks to complete the maturity ladder template under liquidity reporting requirements, covering contractual cash flows, counterbalancing capacity, time buckets, and conservative maturity assumptions for regulatory compliance.

EBA reporting template detailing requirements for liquidity coverage ratio (LCR) under Delegated Regulation (EU) 2015/61, covering liquid assets classification, haircuts, currency and jurisdiction rules, and disclosure for credit institutions.

EBA Annex XXVII outlines reporting requirements for identifying globally systemically important institutions (G-SIIs) and assigning G-SII buffer rates under CRD and CRR, detailing data templates, indicators, and methodologies aligned with Basel Committee standards.