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EBA updates list of institutions involved in the 2025 supervisory benchmarking exercise
The European Banking Authority (EBA) published today an updated list of institutions, which have a reporting obligation for the purpose of the 2025 EU supervisory benchmarking exercise. The EBA will be conducting the 2025 benchmarking exercise on a sample of 110 institutions from 16 countries across the EU and the European Economic Area. The EBA runs this exercise leveraging on established data collection procedures and formats of regular supervisory reporting and assists Competent Authorities in assessing the quality of internal approaches used to calculate risk weighted exposure amounts.
The EBA publishes its annual assessment of banks’ internal approaches for the calculation of capital requirements
The European Banking Authority (EBA) today published its 2024 Reports on the annual market and credit risk benchmarking exercises. For the first time, the EBA also released a specific Report on the fundamental review of the trading book Alternative Standardised Approach (FRTB ASA). 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.
EBA Report results from the 2024 Market Risk Benchmarking Exercise - IMA
EBA report presenting results of the 2024 Market Risk Benchmarking Exercise under the Internal Models Approach (IMA), analysing VaR, sVaR, IRC, and APR metrics, supervisory assessments, and drivers of variation across participating banks.
EBA Report results from the 2024 Market Risk Benchmarking Exercise - ASA
EBA report presenting 2024 market risk benchmarking results under FRTB ASA, assessing sensitivities, data completeness, and supervisory issues across equity, IR, FX, commodities, and credit spread portfolios for EU banks.
EBA Report results from the 2024 Credit Risk Benchmarking Exercise
EBA 2024 report analysing variability in own funds requirements under the IRB approach, assessing credit risk parameters, PD and LGD comparability, and implementation of the IRB Roadmap across EU banks.