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Corrigendum table (28 February 2025)
2025 EU-wide stress test - Macro financial scenario - corrigendum (updated 28 February 2025)
EBA and ESRB 2025 EU-wide banking stress test macro-financial scenario – outlines baseline and adverse economic projections for 2025-2027, assessing bank resilience to geopolitical tensions, trade fragmentation, inflation, and financial market volatility under hypothetical adverse conditions.
ESRB letter to EBA on adverse scenario for the EBA 2025 EU-wide stress test - corrigendum (updated 28 February 2025)
European Systemic Risk Board (ESRB) corrects errors in GBP swap rates for the EBA 2025 EU-wide stress test adverse scenario, providing updated figures and a corrigendum table for the baseline and adverse projections.
Opinion on European Commission's proposed amendment to RTS authorisation ARTs under MiCAR
EBA opinion on the European Commission’s proposed amendments to Regulatory Technical Standards (RTS) for authorization applications of asset-referenced tokens (ARTs) under MiCAR, assessing legal justification, proportionality, and information requirements for supervisory scrutiny.
Letter to EC regarding EBA Opinion on EC changes to RTS authorisation ART issuers under MiCAR
EBA opinion on European Commission’s proposed amendments to Regulatory Technical Standards (RTS) for authorising asset-referenced token (ART) issuers under MiCAR, accepting changes while recommending supervisory enhancements like market abuse policies and third-party DLT audits.
The EBA responds to the European Commission’s partial rejection of its technical standards on authorisation for issuers of asset-referenced tokens
The European Banking Authority (EBA) today issued an Opinion in response to the European Commission’s proposed changes to its draft Regulatory Technical Standards (RTS) on the information to be provided to competent authorities when authorising the offer to the public of asset-referenced tokens or the admission to trade them under the Markets in Crypto-Assets Regulation (MiCAR).
The EBA consults to amend data collection for the 2026 benchmarking exercise
The European Banking Authority (EBA) today launched a consultation to amend the Implementing Regulation on the benchmarking of credit risk, market risk and IFRS9 models for the 2026 exercise. The most significant changes, in the market risk framework, are the new templates for the collection of the alternative internal model approach (AIMA) risk measures under the fundamental review of the trading book (FRTB) and the extension of the scope of the exercise to banks that apply solely the Alternative Standardised Approach (ASA) methodology. For the credit risk framework only minor changes are being proposed. This consultation runs until 26 May 2025.
Consultation on amending ITS on benchmarking exercises
Annex 4 - replaces Annex 7
Annex 3 - replaces Annex 6
Annex 2 - replaces Annex 5
Annex 1 - replaces Annex 2
Consultation paper on amending draft ITS on benchmarking of internal models
EBA consultation on proposed amendments to Implementing Technical Standards for the 2026 benchmarking exercise of internal models, covering market and credit risk, including FRTB IMA templates and ASA data collection requirements.
Report on data availability and feasibility of common methodology for ESG exposures
European Banking Authority (EBA) report assessing data availability and feasibility of a common methodology for measuring ESG exposures across non-financial corporates, SMEs, and households, including environmental, social, and governance risks and supervisory stress testing.
The EBA finds progress in availability and accessibility of data used to identify and qualify environmental, social and governance risks but data landscape remains incomplete
The European Banking Authority (EBA) today published a Report assessing the availability and accessibility of data related to environmental, social and governance (ESG) risks as well as the feasibility of introducing a standardised methodology for identifying and qualifying credit exposures to such risks. The Report finds that while there have been significant improvements over the recent years on availability and accessibility of data, the ESG data landscape remains incomplete at this stage. Key policy initiatives such as the Corporate Sustainability Reporting Directive (CSRD) and the supporting European Sustainability Reporting Standards (ESRS), as well as further transparency in the methodologies of ESG scores and External Credit Assessment Institutions’ (ECAI) credit risk ratings, are expected to further improve this landscape and mitigate challenges.
EU Specific Basel III monitoring reporting template v5.3 (EBA v4.0
eba_dc_574_amending_decision_of_eba_dc_373_2021.pdf
EBA decision amending reporting requirements for Basel supervisory standards under CRR3 and CRD6, reducing data collection burden by replacing Basel monitoring templates with QIS data and lowering sample size from 30 to 20 credit institutions from 2025.
ebadc2021373_consolidated_version.pdf
EBA decision establishing mandatory annual reporting requirements for EU credit institutions to monitor Basel supervisory standards, assess regulatory mandates, and support impact assessments—covering capital, liquidity, leverage ratios, and post-crisis reforms for systemically important and large banks.
eu_specific_bm_instructions_v.5.3_eba_v4.0_-_2025-01-29.pdf
European Banking Authority (EBA) instructions for EU-specific Basel III monitoring templates as part of the end-December 2024 quantitative impact study (QIS), covering credit risk mitigation, short-term securities financing transactions (SFTs), and interest rate risk in the banking book (IRRBB).