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Factsheet for 2024 DORA dry run exercise_align
Factsheet for 2024 DORA dry run exercise
EBA publishes annual assessment of banks’ internal approaches for the calculation of capital requirements
The European Banking Authority (EBA) today published its 2023 Reports on the annual market and credit risk benchmarking exercises. These exercises aim at monitoring the consistency of risk weighted assets (RWAs) across all EU institutions authorised to use internal approaches for the calculation of capital requirements. Regarding market risk, for the majority of participating banks, the results confirm a relatively low dispersion in the initial market valuation (IMVs) of most of the instruments, and a decrease in the dispersion in the value at risk (VaR) submissions compared to the previous exercise. For credit risk, the variability of RWAs remained stable compared with the previous year, but for some asset classes a reduction could be observed in a longer perspective.
The EBA publishes final Guidelines on the application of the group capital test for investment firm groups
The European Banking Authority (EBA) published today its final Guidelines on the application of the group capital test for investment firm groups. These Guidelines set harmonised criteria to address the observed diversity in the application of the group capital test across the EU and help ensure a level playing field.
EBA Report results from the 2023 Credit Risk Benchmarking Exercise
Keynote speech
Guidelines on the application of the group capital test for investment firms
Factsheet for 2024 DORA dry run exercise
José Manuel Campa speech at the Annual Assembly of the Spanish Banking Association
ESAs to run voluntary dry run exercise to prepare industry for the next stage of DORA implementation
The European Supervisory Authorities (EBA, EIOPA and ESMA – the ESAs) today announced that they will launch in May the voluntary exercise for the collection of the registers of information of contractual arrangements on the use of ICT third-party service providers by the financial entities. Under the Digital Operation Resilience Act (DORA) and starting from 2025, financial entities will have to maintain registers of information regarding their use of ICT third-party providers. In this dry run exercise, this information will be collected from financial entities through their competent authorities and will serve as preparation for the implementation and reporting of registers of information under DORA.
Preparations for reporting of DORA registers of information
The ESAs launch first recruitments to set up DORA joint oversight team
The European Supervisory Authorities (EBA, EIOPA and ESMA - ESAs) today published three vacancy notices in the context of the Digital Operational Resilience Act (DORA).
This announcement comes as part of the establishment of a fully integrated team within the 3 ESAs (“joint oversight team”) to carry out the oversight of critical third-party providers (CTPPs) required by DORA. The team will include a Director, Legal Experts and ICT Risk Experts.
Guidelines on resubmission of historical data under the EBA reporting framework
The EBA publishes its final Guidelines on resubmission of historical data under the EBA reporting framework
The European Banking Authority (EBA) today published its final Guidelines on the resubmission of historical data under the EBA reporting framework. The Guidelines provide a common approach to the resubmission of historical data by the financial institutions to the competent and resolution authorities in case of errors, inaccuracies or other changes in the data reported, in accordance with the supervisory and resolution reporting framework developed by the EBA.