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Banks remain robust but higher interest rates could impact their asset quality, the EBA finds
The European Banking Authority (EBA) today published its Q3 2023 quarterly Risk Dashboard (RDB) together with the Risk Assessment Questionnaire (RAQ). The publication also includes information on minimum requirement for own funds and eligible liabilities (MREL). EU/EEA’s banks remained highly profitable, well capitalised and maintained robust liquidity. Banks expect the asset quality to deteriorate as higher interest rates affect borrowers.
RAQ Booklet Autumn 2023
MREL Dashboard - Q2 2023
Risk parameters annex - Q3 2023 [xlsx]
Risk parameters annex - Q3 2023 [pdf]
Risk Dashboard - Q3 2023
Final minutes - 23 November 2023 MB meeting
Presentation Public Hearing on CP draft RTS on model extensions and changes
Annexes I to IV in tracked changes
Annex VII - OG-scope example
Public Hearing on MiCAR - Draft RTS on the approval of white papers of ARTs issued by credit institutions
Annex VI - MOV example
Annex V - Correlation table
Annex IV - ASA-AIMA instructions
Annex III - ASA-AIMA templates [XLSX]
Annex II - TBT and MOV instructions
Annex I - TBT and MOV template [XLSX]
Draft amending ITS on reporting requirements for market risk (FRTB reporting)
The EBA revises reporting requirements for market risk
The European Banking Authority (EBA) published today amendments to the reporting requirements for market risk. As the implementation of the Fundamental Review of the Trading Book (FRTB) in the EU approaches, the EBA revised the information to be reported on the own funds requirements under the alternative approaches, and adds reporting on reclassifications of instrument between the regulatory books.