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.