EBA final report benchmarking national loan enforcement frameworks across EU member states, analysing recovery rates, time and judicial costs for corporates and SMEs in 2023Q3 to assess insolvency outcomes and key determinants.
EBA report presenting results of the 2024 Market Risk Benchmarking Exercise under the Internal Models Approach (IMA), analysing VaR, sVaR, IRC, and APR metrics, supervisory assessments, and drivers of variation across participating banks.
EBA report presenting 2024 market risk benchmarking results under FRTB ASA, assessing sensitivities, data completeness, and supervisory issues across equity, IR, FX, commodities, and credit spread portfolios for EU banks.
EBA 2024 report analysing variability in own funds requirements under the IRB approach, assessing credit risk parameters, PD and LGD comparability, and implementation of the IRB Roadmap across EU banks.
EBA 2023 report analysing variability in own funds requirements under the IRB approach, assessing credit risk parameters (PD, LGD), IRB roadmap implementation, and benchmarking results across European banks.
EBA report presenting 2023 market risk benchmarking results, analysing VaR, sVaR, IRC, and SBM metrics across EU banks to assess modelling practices, risk measure variations, and supervisory findings under CRR/CRD frameworks.
Report results from the 2022 credit risk benchmarking exercise
Report results from the 2022 market risk benchmarking exercise
Credit risk benchmarking - chart pack
Report on the 2021 Credit Risk Benchmarking Exercise
Annex - chart pack to EBA Report on the 2021 Credit Risk Benchmarking Exercise
Report on the 2021 Market Risk Benchmarking Exercise
EBA Report results from the 2020 Market Risk Benchmarking Report
EBA Report results from the 2020 Credit Risk Benchmarking Report
Annex - Chart Pack from the 2020 Credit Risk Benchmarking Exercise
EBA Report results from the 2019 Credit Risk Benchmarking Report
EBA Report results from the 2019 Market Risk Benchmarking Report
Annex - Chart Pack from the 2019 Credit Risk Benchmarking Exercise
EBA Report results from the 2018 Credit Risk Benchmarking Report
EBA Report results from the 2018 Market Risk Benchmarking Report