European Banking Authority (EBA) 2023 report assessing supervisory convergence in EU banking, covering SREP implementation, Pillar 2 and liquidity measures, risk assessments (macroeconomic, ESG, ML/TF), peer reviews, and policy tools to harmonize supervisory practices.
European Banking Authority's July 2024 Risk Assessment Report analyzes EU/EEA banks' risks, including commercial real estate exposures, non-bank financial intermediaries, asset quality, loan growth, and macroeconomic uncertainties under elevated geopolitical and interest rate conditions.
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.
European Banking Authority (EBA) final report on greenwashing – analyses trends, risks, and supervisory practices, assesses EU regulatory gaps, and recommends mitigation measures for financial institutions to combat misleading sustainability claims.
EBA report on virtual IBANs (vIBANs) analysing their characteristics, benefits, and key risks—including money laundering, regulatory arbitrage, and consumer protection gaps—based on a 2023/2024 fact-finding exercise, with recommendations for payment service providers and authorities.
European Banking Authority (EBA) report on high earners in EU/EEA banks and investment firms as of 2022 – analysing remuneration practices, payment brackets, identified staff ratios, and variable-to-fixed pay ratios under CRD and IFD frameworks.
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.
EBA follow-up report assessing progress by EU and EEA competent authorities in applying Joint ESAs Guidelines on prudential assessment of qualifying holdings acquisitions under CRD Articles 22-23, covering acting in concert, significant influence, indirect acquisitions, reputation, financial soundness, and anti-money laundering risks.
European Supervisory Authorities (ESAs) 2023 report assessing BigTech firms' direct financial services in the EU, covering payments, e-money, insurance, and limited banking activities. Highlights regulatory and supervisory challenges, risks of intra-group interconnectedness, and growth trends in digital finance.
EBA report assessing the implementation of IRRBB (Interest Rate Risk in the Banking Book) standards in the EU, presenting a heatmap of scrutiny areas, supervisory tools, and timelines for short- and long-term regulatory actions under the Basel framework.
EBA report assessing funding risks under the Net Stable Funding Ratio (NSFR) framework, analyzing derivatives, securities financing transactions, and hedging securities under EU Regulation 575/2013, with materiality and prudential treatment insights.
EBA report analyzing liquidity measures under Article 509(1) of the CRR, assessing LCR trends, impacts of TLTRO repayments, minimum reserve requirements, and interactions with monetary policy on Euro area banks' liquidity buffers and lending.
European Banking Authority report assessing deposit coverage levels in the EU, analysing impacts of potential changes, policy implications for financial stability, consumer protection, and costs for banks in response to the European Commission’s call for advice.
European Banking Authority (EBA) annex providing a December 2023 market overview of green loans and mortgages, analyzing their share, standards, and classification across households, SMEs, and non-financial corporations in the EU prudential framework.
EBA report from December 2023 analyzing green loans and mortgages in the EU, assessing market practices, challenges, and proposing a common framework for definition, labeling, and transition finance under the sustainable finance agenda.
European Banking Authority December 2023 report analysing key risks and vulnerabilities in the EU banking sector, including credit, market, operational, and liquidity risks, with supervisory insights and trends.
Joint report by the European Supervisory Authorities (EBA, EIOPA, ESMA) updating the functioning of innovation facilitators – innovation hubs and regulatory sandboxes in the EEA, analysing trends, objectives, risks, and recommendations for NCAs, ESAs, and the European Commission.
European Banking Authority 2023 report assessing IFRS 9 implementation progress, challenges, and supervisory findings across EU financial institutions, focusing on credit risk measurement and provisioning practices.