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EBA GL 2020 10 - GLs on the pragmatic 2020 SREP.pdf
EBA GL 2020 11 - GLs on supervisory disclosure requirements in compliance with the CRR 'quick fix'.pdf
EBA GL 2020 12 - GLs amending GLs EBA201801 to ensure compliance with the CRR 'quick fix'.pdf
EBA GL 2020 09 - CT GLs on the treatment of structural FX positions.pdf
EBA GL 2020 01- CT GLs amending GLs on fraud reporting under PSD2.pdf
EBA GL 2020 04 - CT GLs on determination of of the weighted average maturity (WAM).pdf
EBA GL 2020 05 - CT GLs on credit risk mitigation for institution applying the IRB approach with own estimates.pdf
Presentation
Public hearing on the consultation paper on draft RTS on the determination of indirect exposures to underlying clients of derivatives and credit derivatives
EBA saw that NPL ratios remained stable in Q2-2020 although early signals of asset quality deterioration in banks’ balance sheets start to appear
The European Banking Authority (EBA) published today its quarterly Risk Dashboard covering Q2 2020 data and summarising the main risks and vulnerabilities in the EU banking sector. Whereas capital ratios held up well, there are indications that the crisis starts to have an impact on asset quality. With increasing cost of risk, profitability continued its declining trend.
Public Hearing on Guidelines on criteria for data inputs for the ES under the Internal Model Approach (IMA) for market risk
Presentation
Peer Review Work Plan 2020-2021
Risk parameters annex (pdf)
Risk parameters annex (xlsx)
Interactive Dashboard.xlsm
EBA Interactive Dashboard - Q2 2020 - Protected.xlsm
Risk dashboard
EBA publishes final guidelines on the appropriate subsets of sectoral exposures in the application of a systemic risk buffer
Following the entry into force of the fifth Capital Requirements Directive (CRD V), the European Banking Authority (EBA) published today a set of Guidelines on the appropriate subsets of sectoral exposures to which a competent or designated authority (hereby relevant authority) may apply a systemic risk buffer.