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EBA makes supervisory reporting requirements easier to navigate
As part of its drive for more proportionate regulatory reporting framework, the European Banking Authority (EBA) has issued today the first version of an interactive signposting tool, that aims at supporting institutions in identifying relevant modules and templates for their reporting requirements.
Signposting tool
Consultation on JC Guidelines on on the system for the exchange of information relevant to fit and proper assessments
Consultation on the ITS on Supervisory Reporting with regard to IRRBB reporting
EBA updates data on deposit guarantee schemes across the European Economic Area
The European Banking Authority (EBA) today published end-2022 data related to two key concepts and indicators in the Deposit Guarantee Schemes Directive (DGSD), namely available financial means (AFMs) and covered deposits. The EBA publishes these data for the deposit guarantee scheme (DGS) in each Member State on a yearly basis to enhance the transparency and public accountability of DGSs across the EEA to the benefit of depositors, markets, policymakers, DGSs and Members States.
Vacancy Notice DART STATS CA-34-2023_deadline extended.pdf
European Banking Authority (EBA) vacancy notice for a Statistician role in Paris, focusing on supervisory data management, risk assessment, stress testing, and statistical analysis within the DART Department. Application deadline extended to 16 May 2023.
Aggregated DGSD data 2022.xlsx
Deposit Guarantee Schemes data
EBA updates on the definition of a large decline of net interest income in relation to the interest rate risk in the banking book
The European Banking Authority (EBA) published today an Opinion in response to the EU Commission’s amendments relating to the draft Regulatory Technical Standards (RTS) on the supervisory outlier tests (SOT) specifying technical aspects of the revised framework on interest rate risks for banking book (IRRBB) positions. The EBA confirms its close scrutiny on the implementation of the IRRBB regulatory products and more generally on the impact of the evolving interest rates on the management of IRRBB by EU institutions and on other related prudential aspects.
Peer review work plan
EBA publishes draft version of its revised taxonomy architecture
The European Banking Authority (EBA) and the European Insurance and Occupational Pensions Authority (EIOPA) have been working jointly with Eurofiling to produce a revised version of the taxonomy architecture in order to implement the improvements introduced by data point model (DPM) Refit to data point modelling, such as the historisation of certain concepts. The revisions also simplify the structure by removing unnecessary artefacts, such as normative codes for taxonomy frameworks.
Sample taxonomy and instance documents for revised taxonomy architecture.zip
Sample taxonomy and instance documents for revised taxonomy architecture [zip]
EBA and EIOPA taxonomy architecture v2.0-20230424.pdf
Taxonomy architecture
BoS DC 2021 373_EBA Decision concerning information required for the monitoring of Basel supervisory standards_consolidated version.pdf
EBA decision establishing mandatory annual reporting requirements for EU credit institutions to monitor Basel III standards, covering capital, liquidity, leverage, and funding ratios. Applies to systemically important banks, institutions with Tier 1 capital ≥€3bn or assets ≥€30bn, and a representative sample of smaller banks to ensure proportionality and data quality.
ESAs call for vigilance in the face of mounting financial risks
The three European Supervisory Authorities (EBA, EIOPA and ESMA - ESAs) today issued their Spring 2023 Joint Committee Report on risks and vulnerabilities in the EU financial system. While noting that EU financial markets remained broadly stable despite the challenging macro environment and recent market pressure in the banking sector, the three Authorities are calling on national supervisors, financial institutions and market participants to remain vigilant in the face of mounting risks.
JC 2023 07 (Spring 2023 Report on Risks and Vulnerabilities).pdf
Joint Committee Spring 2023 Report on Risks and Vulnerabilities
Draft RTS on the calculation of the exposure value of SES.pdf
Draft RTS on the determination by originator institutions of the exposure value of SES in securitisations
2023 04 15 PMR -2023 Jose Manuel Campa.pdf
EBA Chairperson Jose Manuel Campa's April 2023 meeting register covering discussions on financial developments, Basel 3 implementation, third-country branches, and risk appetite in banking with industry leaders and policymakers.
GL on delineation and reporting of AFMs_DE_COR_CORRIGENDUM.pdf
EBA guidelines (EBA/GL/2021/17) on classifying and reporting available financial means of deposit guarantee schemes under DGSD, ensuring harmonized application of target funding requirements and improving data consistency for EU supervisory transparency.
EBA publishes final draft technical standards on the determination of the exposure value of synthetic excess spread in synthetic securitisations
The European Banking Authority (EBA) published today its final draft Regulatory Technical Standards (RTS) specifying the determination by originator institutions of the exposure value of synthetic excess spread (SES). These draft RTS clarify the calculation of the components that should be included in this exposure value taking into account the relevant losses expected to be covered by SES.