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ES SPANISH_EBA ANNUAL REPORT 2021 INFOGRAPHIC.pdf
ET ESTONIAN_EBA ANNUAL REPORT 2021 INFOGRAPHIC.pdf
FI FINNISH_EBA ANNUAL REPORT 2021 INFOGRAPHIC.pdf
Decision on middle management - EBA DC 239 (002).pdf
Board of Supervisors and Management Board Signal group contacts.pdf
Board of Supervisors and Management Board Signal group contacts
LI - Elena Seiser - DOI_Redacted.pdf
European Supervisory Examination Programme.pdf
European Supervisory Examination Programme
European Resolution Examination Programme.pdf
European Resolution Examination Programme
Public hearing on the amendment of the RTS on SCA&CSC with respect to the 90-days exemption for account access.pdf
Presentation
Discussion paper on machine learning for IRB models.pdf
Discussion paper on machine learning for IRB models
GL on a common assessment methodology.pdf
Final Report on Guidelines on a common assessment methodology for granting authorisation as a credit institution
The EBA publishes guidance on how to grant authorisation as credit institution
The European Banking Authority (EBA) published today the Final Paper of its Guidelines on a common assessment methodology for granting authorisation as a credit institution. It is the first guidance addressed to all competent authorities across the EU in charge of granting authorisation as a credit institution, and covers the authorisation requirements set out in the Capital Requirements Directive (CRD).
Public hearing on the Consultation paper on the amendment of the RTS on SCA&CSC under PSD2
EBA consults on machine learning for internal ratings-based models
The European Banking Authority (EBA) published today a discussion paper on machine learning used in the context of internal ratings-based (IRB) models to calculate regulatory capital for credit risk. The aim of the discussion paper is to set supervisory expectations on how new sophisticated machine learning models can coexist with and adhere to the Capital Requirements Regulation (CRR) when used in the context of IRB models. The discussion paper seeks stakeholders’ feedback on many practical aspects related to the use of machine learning in the context of IRB with the aim of providing clarity on supervisory expectations on their use. The consultation runs until 11 February 2022.
Discussion paper on machine learning for IRB models
Public hearing on the Consultation paper on the amendment of the RTS on SCA&CSC under PSD2
Thursday 11 November 2021, 10:00-12:00 CET VIA CONFERENCE CALL (DIAL-IN DETAILS WILL BE PROVIDED AFTER THE REGISTRATION DEADLINE), Deadline for registration Monday 8 November 16:00 CETEBA issues requirements on institutions’ Pillar 3 disclosure of interest rate risk exposures
The European Banking Authority (EBA) published today its first draft implementing technical standards (ITS) on Pillar 3 disclosure of institutions’ exposures to interest rate risk on positions not held in the trading book (IRRBB). The final draft ITS put forward comparable disclosures that will help stakeholders assess institutions’ IRRBB risk management framework as well as the sensitivity of institutions’ economic value of equity and net interest income to changes in interest rates. The standards will amend the comprehensive ITS on institutions’ public disclosures, in line with the strategic objective of developing a single and comprehensive Pillar 3 package that should facilitate implementation by institutions and further promote market discipline.
Draft final report on draft ITS on IRRBB disclosure.pdf
ITS on disclosure of information on exposures to interest rate risk on positions not held in the trading book
Annex I (Annex XXXVII- IRRBB templates).xlsx
Annex I - Templates for interest rate risk of non-trading book activities disclosure