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Annex 10 (Leverage).xlsx
Annex 12 (NSFR).xlsx
Annex 16 (Asset Encumbrance).xlsx
Annex 18 (AMM).xlsx
Annex 20 (AMM - Counterbalancing capacity).xls
Annex 22 (AMM - Maturity ladder).xlsx
Annex 24 (LCR).xlsx
Annex 26 (G-SII data).xlsx
NSFR calculation tool.xlsx
Annexes in track changes.zip
EBA-GL-2020- 08 Guidelines amending Guideline EBA GL 2020 02 on payment moratoria.pdf
Guidelines amending Guidelines on legislative and non-legislative moratoria on loan repayments applied in the light of the COVID-19 crisis
Annex 2 (Solvency).pdf
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.
Annex 5 (FINREP).pdf
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.
Annex 7 (IP losses).pdf
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.
Annex 9 (Large exposures).pdf
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.
Annex 11 (Leverage).pdf
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.
Annex 13 (NSFR).pdf
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.
Annex 14 (DPM).pdf
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.
Annex 15 (VR).pdf
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.