EBA Chair Andrea Enria’s 2017 remarks at the EBA-IMF Colloquium on stress testing – discussing progress, challenges, and methodological updates for the 2018 EU-wide exercise, including IFRS 9 impacts, governance, and transparency.
The European Banking Authority (EBA) organised on 1 and 2 March 2017 a Joint Colloquium with the International Monetary Fund (IMF) on ‘New Frontiers on Stress Testing’. The workshop brought together economists, supervisors and policy makers at European and global level with the objective of stimulating the discussion on different aspects of stress testing ranging from the latest methodologies and frameworks for the implementation of liquidity stress tests to macroeconomic variables, capital planning and governance.
The European Banking Authority (EBA) launched today a public consultation on its draft Regulatory Technical Standards (RTS) specifying the nature, severity and duration of an economic downturn according to which institutions shall estimate the downturn loss given default (LGD) and conversion factor (CF). These draft RTS are part of the EBA’s broader work on the review of the IRB approach aimed at reducing the unjustified variability in the outcomes of internal models, while preserving the risk sensitivity of capital requirements. The consultation runs until 29 May 2017.
CRDIV_CRR-Basel III Monitoring Exercise Report June 2016
Eligibility grid
Vacancy notice
The European Banking Authority (EBA) published today its eleventh Report of the CRDIV-CRR/Basel III monitoring exercise on the European banking system. This exercise, run in parallel with the one conducted by the Basel Committee on Banking Supervision (BCBS) at a global level, presents aggregate data on capital ratios – risk-based and non-risk-based (leverage) – and liquidity ratios – the liquidity coverage ratio (LCR) and net stable funding ratio (NSFR) – for banks across the European Union (EU). It summarises the results using data as of 30 June 2016 but does not reflect any BCBS standards agreed since the beginning of 2016, such as the revisions to the market risk framework, or any other BCBS proposals, which have not yet been finalised, including the revisions to credit and operational risk frameworks.
The Board of Supervisors of the European Banking Authority (EBA) agreed in its meeting held on 14 February on the tentative timeline of the 2018 EU-wide stress test. The exercise is expected to be launched at the beginning of 2018 and the results to be published in mid-year. The EBA, in co-operation with Competent Authorities, is now in the process of preparing the methodology and templates with the objective of discussing with the industry in summer 2017. The new methodology will be revised to take into account the implementation of IFRS 9 both in the starting points as well as in the projections.
EBA 2019 update listing EU and EEA financial institutions subject to supervisory reporting requirements, including banks, credit cooperatives, and investment firms across 31 countries with LEI codes and names.
Public Meeting Register Q4-2016 - Updated 24 02 2017
EBA and ESMA stakeholder groups jointly comment on draft suitability guidelines for management bodies and key function holders under CRD IV and MiFID II, highlighting proportionality, board structures, collective skills, and conflicts with national laws.
ESAs Communication on Industry Request on Forbearance Variation Margin Implementation
UniCredit’s response to EBA’s consultation on amending Implementing Technical Standards (ITS) for operational risk (OpRisk) and sovereign exposure reporting under CRR/Regulation (EU) No 680/2014, advocating for uniform, simplified requirements, cost reductions, and clearer guidelines to enhance comparability and reduce implementation complexity.
Standard Chartered Bank’s response to EBA’s 2016 consultation on draft Implementing Technical Standards amending EU Regulation 680/2014, addressing operational and sovereign risk exposure reporting challenges, cost implications, and recommendations for separating financial, credit, and market risk templates.
Final draft RTS on SCA and CSC under PSD2 (EBA-RTS-2017-02)
ABI’s position paper on EBA’s 2016 consultation proposing amendments to Implementing Regulation (EU) 680/2014 for operational risk reporting, addressing loss adjustments, business line classification, and data collection thresholds under CRR.
The European Banking Authority (EBA) published today its final draft Regulatory Technical Standards (RTS) on strong customer authentication and common and secure communication. These RTS, which were mandated under the revised Payment Services Directive (PSD2) and developed in close cooperation with the European Central Bank (ECB), pave the way for an open and secure market in retail payments in the European Union.