Public hearing 2021 06 30 (draft CP IRRBB disclosure).pdf
Presentation
Presentation
Validation rules (updated 30 June 2021)
Risk parameters annex (pdf)
Risk parameters annex (xls)
Risk Assessment questionnaire - Spring 2021
Risk dashboard
Interactive Tool
Consultation paper on draft RTS specifying the requirements for originators, sponsors, original lenders and servicers relating to risk retention
The European Banking Authority (EBA) published today its quarterly Risk Dashboard together with the results of the spring edition of the Risk Assessment Questionnaire (RAQ). The Q1 data shows that the CET1 ratio increased slightly on a fully loaded basis. The NPL ratio improved further, except for some sectors that may have been more affected by the pandemic. Banks’ profitability improved significantly.