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The EBA publishes final standards on the specification of long and short positions under the derogations for market and counterparty risks
The European Banking Authority (EBA) today published its final draft Regulatory Technical Standards (RTS) on the method for identifying the main risk driver and determining whether a transaction represents a long or a short position. These RTS are part of the Phase 1 deliverables of the EBA roadmap on the implementation of the EU banking package in the area of market risk.
2024 IIF Colloquium - Keynote speech
EBA keynote speech at the 2024 IIF Colloquium on ESG challenges and opportunities for European banks – covering policy work on ESG risk management, climate stress-testing under the Fit-for-55 framework, and disclosure requirements for climate-sensitive exposures.
Final report RTS on long and short positions for the thresholds calculation in market and counterparty credit risk
EBA final report on Regulatory Technical Standards (RTS) under CRR3 specifying methods to identify main risk drivers and classify long or short positions for calculating thresholds in market and counterparty credit risk under Articles 94, 273a, and 325a of Regulation (EU) No 575/2013.
EBA BSG 2024 041 (Minutes - 15 October 2024)
EBA Banking Stakeholder Group (BSG) minutes from 15 October 2024 covering election of Chairperson and Vice-Chairpersons, updates on DORA implementation, EBA’s 2025 priorities, and key publications including reports on structured deposits, payment fraud, and consumer protection initiatives.
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ESG Challenges and opportunities for the European banking sector: more and better
EBA proposes criteria to appoint a central contact point for crypto-asset service providers to strengthen the fight against money-laundering and terrorism financing in host Member States
The European Banking Authority (EBA) today launched a public consultation on draft Regulatory Technical Standards (RTS) specifying the criteria according to which crypto-asset service providers (CASPs) should appoint a central contact point to ensure compliance with local anti-money laundering and countering the financing of terrorism (AML/CFT) obligations of the host Member State. This consultation runs until 4 February 2025.
Consultation on Regulatory Technical Standards on CCP to strengthen fight against financial crime
20220614 ConsITS in all languages.zip
session_2_discussion_1_petros_migiakis.pdf
EBA Research Workshop discussion on how hedge fund bargaining power influences bank lending terms and risk management, analysing granular loan data from MMSR, EBA, AnaCredit, and CSDB – presented by Petros Migiakis in November 2024.
session_2_discussion_2_teng_wang.pdf
EBA Policy Research Workshop 2024 discussion on macroprudential policy shocks, non-bank financial intermediation (NBFI), and systemic risk in Europe – analysing regulatory leakages and effectiveness of policies amid NBFI growth post-global financial crisis.
session_2_discussion_3_tiago_pinheiro.pdf
EBA Research Workshop 2024 presentation by Tiago Pinheiro (Banco de Portugal) analysing internal capital markets of multinational corporations, focusing on financial stability and observed practices in cross-border banking operations.
session_2_presentation_2_akhilesh_k_verma.pdf
EBA Policy Research Workshop presentation analysing the impact of macroprudential policy shocks on non-bank financial intermediation and systemic risk in Europe, addressing gaps in traditional bank-focused regulations.
session_3_presentation_2_emanuela_giacomini.pdf
EBA Policy Research Workshop 2024 presentation analysing whether bank resolution reforms reduce Too-Big-To-Fail perceptions, covering empirical findings, funding cost distortions, and moral hazard impacts on financial stability.
session_2_presentation_4_angela_gallo.pdf
EBA 2024 workshop presentation analysing how rising interest rates, collateral deterioration, and yield-seeking behaviour impact shadow banking risks, with a focus on asset-backed commercial paper (ABCP) markets and regulatory arbitrage.
session_4_discussion_3_tirupam_goel.pdf
Bank for International Settlements paper by Tirupam Goel at EBA Policy Research Workshop 2024 – analyses contagion risks from asset fire-sales, quantifying price impact and systemic risk implications based on market liquidity and portfolio overlaps.
session_3_presentation_3_arndr_gerrit_kund.pdf
European Central Bank and European Stability Mechanism analysis on supervisory capital add-ons for banks using Internal Ratings-Based (IRB) models – examines drivers, data, and implications for risk underestimation and capital requirements under the Single Supervisory Mechanism (SSM).
session_4_presentation_1_tirupam_goel.pdf
EBA Policy Research Workshop presentation by the Bank for International Settlements analysing the trade-off between bank efficiency and financial stability, examining regulatory impacts on systemic risks, too-big-to-fail reforms, and the economic costs of large bank failures.
session_4_presenation_3_matthias_sydow.pdf
ECB presentation at the 2024 EBA Policy Research Workshop analysing contagion risks from market price impact using a price-at-risk model, quantile regression, and system-level components to assess financial stability.