EBA consolidated guidelines on disclosure requirements for non-performing (NPE) and forborne exposures (FBE) under EU regulation 575/2013, outlining standardized formats and reporting obligations for credit institutions to enhance transparency and supervisory practices.
EBA guidelines consolidating disclosure requirements for non-performing exposures (NPE) and forborne exposures (FBE) under EU Regulation 575/2013, standardizing reporting formats for credit institutions and specifying proportional application based on NPE ratios.
EBA guidelines on disclosure requirements for non-performing and forborne exposures under EU banking regulations (CRR). Sets uniform templates and reporting standards for credit institutions to enhance transparency on non-performing loans and restructured assets.
EBA guidelines establishing uniform disclosure requirements for non-performing and forborne exposures under EU Regulation 575/2013, applicable to credit institutions, including templates and proportionality rules for significant exposures.
EBA guidelines establishing standardized disclosure templates for credit institutions on non-performing exposures, forborne exposures, and foreclosed assets under EU regulation 575/2013, ensuring transparency and proportionality in reporting.
EBA’s consolidated guidelines establish uniform disclosure requirements for EU credit institutions on non-performing exposures and forborne exposures, including templates and proportionality rules under CRR (Regulation (EU) No 575/2013).
EBA’s consolidated guidelines (EBA/GL/2018/10) establish uniform disclosure requirements for EU credit institutions on non-performing exposures and forborne exposures under CRR, including templates and proportionality rules for banks with significant NPL ratios.
EBA consolidated guidelines on disclosure requirements for non-performing exposures (NPEs) and forborne exposures under EU banking regulations (CRR), outlining standardized templates and reporting obligations for credit institutions to enhance transparency and supervisory practices.
European Banking Authority (EBA) consolidated guidelines outlining disclosure requirements for non-performing exposures (NPEs), forborne exposures (FBEs), and foreclosed assets under EU regulations, specifying uniform formats and scope for credit institutions to enhance transparency and supervisory consistency.
EBA consolidated guidelines on disclosure requirements for non-performing and forborne exposures under EU Regulation 575/2013, outlining standardized formats and proportionality rules for credit institutions to enhance transparency and supervisory reporting.
EBA guidelines on disclosure requirements for non-performing and forborne exposures, establishing uniform formats and content for credit institutions under EU regulations (CRR, EBA/GL/2018/10). Covers reporting standards, proportionality principles, and compliance obligations for banks.
EBA consolidated guidelines on disclosure requirements for non-performing and forborne exposures under EU regulations, outlining uniform reporting formats and scope for credit institutions, effective from December 2022.
EBA guidelines outlining disclosure requirements for non-performing and forborne exposures under EU Regulation 575/2013, including standardized formats and proportionality rules for credit institutions, effective from December 2022.
EBA guidelines on disclosure requirements for non-performing and forborne exposures under EU regulations (CRR/575/2013), outlining templates and reporting standards for credit institutions to enhance transparency and supervisory consistency.
EBA guidelines outlining standardized disclosure requirements for non-performing and forborne exposures, including collateral, applicable to EU credit institutions under CRR rules, with proportionality principles for significant and high-NPL banks.
The European Banking Authority (EBA) published today its Reports on the annual market and credit risk benchmarking exercises conducted in 2022. 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. Regarding market risk, for the majority of participating banks, the results confirm a relatively low dispersion in the initial market valuation (IMVs) of most of the instruments, and a decrease in the dispersion in the value at risk (VaR) submissions compared to the previous exercise. For credit risk, the variability of RWAs remained rather stable, despite the pandemic and the different banks’ pace in complying with the policies set out in the EBA internal rating-based (IRB) roadmap. A particular focus has been put on analysing the impact of the pandemic and the compensating public measures on the IRB models.