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EBA report analysing capital buffer stacking practices and management strategies in EU banks – examines regulatory compliance, risk coverage, and supervisory trends under CRD/CRR frameworks as of July 2024.

EBA survey gathering confidential data from banks on management buffers, including their definition, drivers, target levels, interaction with prudential and resolution thresholds (e.g., own funds, MREL), and integration into ICAAP and disclosure frameworks.

EBA report updating the monitoring of Additional Tier 1 (AT1), Tier 2, and TLAC/MREL eligible liabilities instruments in EU banks, analysing eligibility criteria, redemption incentives, ESG features, and legacy instrument implementation under CRR and BRRD frameworks.

Report on the monitoring of Additional Tier 1, Tier 2 and TLAC/MREL eligible liabilities instruments of EU institutions

Report on the monitoring of AT1, Tier 2 and TLAC/MREL instruments

Report on the monitoring of TLAC-/MREL-eligible liabilities instruments of EU Institutions

EBA Report on the monitoring of CET1 instruments issued by EU institutions - update

Report on the monitoring of Additional Tier 1 instruments of EU institutions

EBA Report on calibration of OSII buffer rates

Report on the monitoring of TLAC-/MREL-eligible liabilities instruments of EU Institutions

CET1 updated list – Q4 2019

EBA report monitoring Common Equity Tier 1 (CET1) instruments issued by EU banks under CRR, providing guidance on the CET1 list, inclusion criteria, and assessment of permanence, loss absorption, and payment flexibility as of July 2019.

AT1 report Q2 2018 update

CET1 report Q2 2018 update

Report on OFIs

EBA report monitoring Common Equity Tier 1 (CET1) instruments issued by EU banks under CRR rules – presents Q2 2017 findings, updates the CET1 list, and clarifies inclusion criteria, loss absorption, and regulatory compliance for capital instruments.

EBA Final AT1 standard templates

EBA AT1 Report October 2016