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EBA within the EU institutional framework
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Draft Regulatory Technical Standards on the assessment methodology under which competent authorities verify an institution’s compliance with the internal model approach
EBA draft regulatory technical standards outlining the methodology for competent authorities to assess banks' compliance with the internal model approach (IMA) under CRR2, covering governance, risk-measurement models, and default risk models for market risk calculations under the Fundamental Review of the Trading Book (FRTB).
The EBA publishes final standards for Supervisors assessing new market risk internal models
The European Banking Authority (EBA) today published its final draft Regulatory Technical Standards (RTS) on the assessment methodology under which competent authorities verify institutions’ compliance with the requirements applicable to their internal models under the Fundamental Review of the Trading Book (FRTB) rules. These RTS are part of the phase 4 deliverables of the EBA roadmap on market risk and counterparty credit risk approaches. Today’s final draft RTS represent a significant milestone in the implementation of the FRTB internal models in the EU.
Fit-for-55 - templates
Fit-for-55 - template guidance
European Banking Authority guidance on template requirements for the one-off Fit-for-55 climate risk scenario analysis, covering credit, market, and real estate risk data submissions under EU supervisory reporting standards.
Fit-for-55 - sample
EBA sample of European banks under the Fit-for-55 framework, listing institutions by LEI code, country, and region to assess climate-related financial risks and regulatory alignment with EU decarbonization goals.
The EBA publishes final templates to collect climate-related data from EU banks
The European Banking Authority (EBA) today published the final templates that will be used to collect climate-related data from EU banks in the context of the one-off Fit-for-55 climate risk scenario analysis. The templates are accompanied by a template guidance, which includes definitions and rules for compiling the templates. Furthermore, the EBA is also disclosing the list of banks participating in the exercise.
amended_draft_mapping_report_-_bdf.pdf
EBA report on the amended mapping of Banque de France’s credit assessments under the CRR Standardised Approach, aligning its ANACOT rating scale with regulatory credit quality steps as per Implementing Regulation (EU) 2016/1799 for prudential risk assessment.
amended_draft_mapping_report_-_bcra.pdf
European Supervisory Authorities (ESAs) present an amended mapping of BCRA’s credit assessments under the Capital Requirements Regulation (CRR) Standardised Approach, updating the 2021 version to reflect changes in rating scales and relaxed quantitative factors for market competition.
amended_draft_mapping_report_-_arc.pdf
European Supervisory Authorities (ESAs) amended mapping report for ARC Ratings S.A. credit assessments under the Capital Requirements Regulation (CRR) Standardised Approach, aligning rating categories with regulatory credit quality steps based on updated quantitative and qualitative data.
amended_draft_mapping_report_-_ncr.pdf
EBA report on the amended mapping of Nordic Credit Rating AS (NCR) credit assessments under the Capital Requirements Regulation (CRR) Standardised Approach, aligning NCR’s long- and short-term rating scales with regulatory credit quality steps for prudential risk weighting.
amended_draft_mapping_report_-_scope.pdf
EBA and ESAs present the amended mapping of Scope Rating’s credit assessments under the CRR Standardised Approach, aligning its long- and short-term rating scales with regulatory credit quality steps for prudential risk weighting, based on updated quantitative data and methodology from Implementing Regulation (EU) 2016/1799.
amended_draft_mapping_report_-_kroll.pdf
EBA and ESAs report on the amended mapping of Kroll Bond Rating Agency Europe’s credit assessments under the Capital Requirements Regulation (CRR), aligning its rating scales with EU credit quality steps for prudential risk weighting under the Standardised Approach.
amended_draft_mapping_report_-_icap_crif.pdf
EBA and ESAs update the mapping of ICAP CRIF’s credit assessments under the CRR Standardised Approach, aligning its rating scales with regulatory credit quality steps for prudential risk weighting, based on revised quantitative data and EU Implementing Regulation (EU) 2016/1799.
amended_draft_mapping_report_-_fitch.pdf
EBA and Joint Committee present an amended mapping of Fitch Ratings’ credit assessments under the CRR Standardised Approach, aligning Fitch’s long-term issuer default ratings with EU regulatory credit quality steps as per Commission Implementing Regulation (EU) 2016/1799.
amended_draft_mapping_report_-_gbb.pdf
EBA and ESAs present an amended mapping of GBB-Rating’s credit assessments under the CRR Standardised Approach, updating the 2021 version to align rating categories with regulatory credit quality steps for prudential purposes, based on additional quantitative data and unchanged qualitative factors.
amended_draft_mapping_report_-_creditreform.pdf
EBA and European Supervisory Authorities update the mapping of Creditreform Ratings AG’s credit assessments under the Capital Requirements Regulation (CRR) Standardised Approach, aligning rating categories with regulatory credit quality steps for prudential purposes based on revised quantitative data.