EBA Joint Committee April 2018 report analysing key risks and vulnerabilities in the EU financial system, including valuation risks, Brexit impacts, cyber threats, climate change, and crypto-assets, with policy recommendations for supervisory actions and stress testing.
EBA and EU financial authorities' Spring 2017 report analysing key risks in the EU financial system, including low profitability, valuation risks, interconnectedness, cyber threats, and ICT challenges amid political and economic uncertainties.
EBA and ESMA Q&A on PRIIPs Key Information Document (KID) clarifying regulatory requirements for market risk assessment, credit risk methodology, performance scenarios, cost calculations, and disclosure standards under EU PRIIPs regulation.
Consultation Paper on draft RTS on the determination by originator institutions of the exposure value of SES in securitisations
The European Banking Authority (EBA) launched today a public consultation on its draft Regulatory Technical Standards (RTS) on the determination by originator institutions of the exposure value of synthetic excess spread (SES) in securitisations. The Capital Markets Recovery Package (CMRP) amended the Capital Requirements Regulation (CRR) in several aspects, including a preferential treatment for senior tranches of simple, transparent and standardised (STS) on-balance-sheet securitisations. It also introduced a provision on how to determine the exposure value of SES in synthetic securitisations. The proposals set out in this Consultation Paper will contribute to a more risk sensitive prudential framework in the area of synthetic securitisation. The consultation runs until 14 October 2022.
The European Banking Authority (EBA) today published 2021 extended 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 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.
Aggregated DGS data 2015-2021
Banking Stakeholder Group (BSG) response to EBA’s discussion paper on integrating environmental risks into the EU prudential framework, supporting a risk-based approach, addressing measurement challenges, and emphasizing consistency with global standards and EU climate goals like the Taxonomy Regulation and Net Zero 2050.
European Banking Authority eligibility criteria for Seconded National Experts – outlines requirements including EU/EFTA nationality, language proficiency, employment by ESFS members or approved entities, education, professional experience, and submission of CV and employer statement.
EBA vacancy notice for a Seconded National Expert (Policy Expert) in Paris to support integrated banking reporting initiatives, including roadmap development, data dictionary, and stakeholder coordination under the EU supervisory data strategy (deadline: 15 September 2022).
Filing Rules v5.2
EBA Executive Director François-Louis Michaud’s July 2022 public meeting register detailing discussions with Oliver Wyman on economic scenarios and their potential impact on banks.
European Banking Authority (EBA) public meeting register for July 2022 reporting no disclosed meetings with Chairperson José Manuel Campa during 16–31 July.
The European Banking Authority (EBA) published today an updated version of its 5.2 filing rules document for supervisory reporting. In particular, the update modifies rule 3.6 to redefine the condition to apply the new reporting subject and to explicitly instruct the usage of entity types to indicate aggregate levels in the reporting subject of an aggregate reporting document.
The European Banking Authority (EBA) submitted today its responses to the consultations of the International Sustainability Standards Board (ISSB) and the European Financial Reporting Advisory Group (EFRAG) on sustainability-related disclosure standards. The EBA welcomes these consultations and agrees with the need to introduce international and European standards in response to the growing demand for relevant, reliable and comparable corporate data on sustainability-related matters, and the need for a close cooperation between the ISSB and EFRAG during the finalisation of their own consultations, so as to ensure consistency. The EBA also aims at ensuring consistency between the requirements applicable to institutions under the EFRAG framework and under the Pillar 3 framework.
Call for expression of interest for the EBA Banking Stakeholder Group
Consultation paper on draft revised guidelines on methods for calculating contributions to deposit guarantee schemes
EBA responses to EFRAG consultation