2016 EU-wide stress test results for Criteria Caixa (Spain) – presenting financial performance, capital ratios, and credit risk exposures under baseline and adverse scenarios, including CET1, leverage ratios, and IRB asset coverage.
- From a starting point of 13.2% CET1, the stress test demonstrates the resilience of the EU banking sector to an adverse scenario with an impact of 380 bps CET1 on average- The stress test does not contain a pass/fail threshold. It will instead inform supervisors' ongoing review of banks and guide their efforts to maintain capital in the system and support the ongoing repair of balance sheets- Exceptional transparency is provided, with over 16 000 data points per bank, to foster market discipline
Public Meeting Register Q2-2016
EBA's 2016 EU-wide stress test FAQ explains the purpose, methodology, and scope of the exercise assessing 51 banks' resilience to credit, market, and operational risks under adverse scenarios, coordinated with ECB and national authorities to ensure transparency and supervisory action.
European Banking Authority (EBA) 2016 EU-wide stress test results – assessing capital ratios, profitability, risk exposure, and leverage under adverse scenarios for major EU banks, including credit, market, and operational risks.
Presentation
The European Banking Authority (EBA) published today the final draft Regulatory Technical Standards (RTS) specifying the assessment methodology competent authorities shall follow in assessing the compliance of an institution with the requirements for the use of the Internal Ratings Based Approach (IRB Approach). The purpose of these RTS is to harmonise the supervisory assessment methodology with respect to the IRB Approach across all Member States in the European Union (EU).
Example of 2016 EU-wide Stress Test templates
Final draft RTS on payment card schemes and processing entities under the IFR (EBA-RTS-2016-05)
Final draft RTS on criteria for a preferential treatment in cross-border intragroup financial support under LCR (EBA-RTS-2016-04)
The European Banking Authority (EBA) published today its final draft Regulatory Technical Standards (RTS) specifying the requirements with which payment card schemes and processing entities must comply to ensure the independence of their accounting, organisation, and decision-making processes. These final draft RTS aim at facilitating greater competition among processing services providers, supporting the general objective of the Interchange Fee Regulation (IFR) to create a Single Market for card payments across the EU.
The European Banking Authority (EBA) issued its final draft Regulatory Technical Standards (RTS) on criteria for the application of a preferential treatment in cross-border intragroup credit or liquidity lines, or within an IPS. These RTS further specify the additional criteria listed in the in the context of the liquidity coverage ratio (LCR) Delegated Act for the application of the preferential treatment.
The European Banking Authority (EBA) launched today a consultation on draft Guidelines on credit institutions’ credit risk management practices and accounting for expected credit losses; it follows the publication of Guidance by the Basel Committee in December 2015 on the same matter. These Guidelines aim at ensuring sound credit risk management practices associated with the implementation and on-going application of the accounting for expected credit losses. The consultation will run until 26 October 2016.
The European Banking Authority (EBA) published today an example of the transparency templates, which will be used to disclose the results of the upcoming 2016 EU-wide stress test. These templates are provided for information and to facilitate understanding of the format and type of data that can be expected on Friday 29 July.
EBA-CP-2016-09 CP on Guidelines on Connected Clients
Consultation Paper on Guidelines on credit risk management practices and accounting for expected credit losses (EBA-CP-2016-10)
Final report on GL on communication between competent authorities (EBA-GL-2016-05)