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Banks remain robust but higher interest rates could impact their asset quality, the EBA finds
The European Banking Authority (EBA) today published its Q3 2023 quarterly Risk Dashboard (RDB) together with the Risk Assessment Questionnaire (RAQ). The publication also includes information on minimum requirement for own funds and eligible liabilities (MREL). EU/EEA’s banks remained highly profitable, well capitalised and maintained robust liquidity. Banks expect the asset quality to deteriorate as higher interest rates affect borrowers.
RAQ Booklet Autumn 2023
EBA Autumn 2023 Risk Assessment Questionnaire (RAQ) summarises responses from 85 EU banks on business strategy, funding, asset quality, operational risks, FinTech, and ESG finance trends, published alongside Q3 2023 Risk Dashboard.
MREL Dashboard - Q2 2023
EBA Q2 2023 MREL Dashboard – reports on minimum requirement for own funds and eligible liabilities (MREL) compliance, shortfalls, and resources across EU banks, including resolution planning, internal and external MREL levels, and maturity profiles by member state.
Risk parameters annex - Q3 2023 [xlsx]
Risk parameters annex - Q3 2023 [pdf]
EBA Q3 2023 risk parameters annex presenting credit risk statistics for IRB banks across EU and non-EU countries, including default rates, loss rates, and probability of default (PD) by counterparty type and sector.
Risk Dashboard - Q3 2023
EBA Risk Dashboard Q3 2023 – quarterly analysis of key risks and vulnerabilities in the EU banking sector, covering solvency, credit risk, profitability, funding, liquidity, and asset quality indicators for major institutions.
Final minutes - 23 November 2023 MB meeting
European Banking Authority (EBA) Management Board meeting minutes from November 2023 covering operational updates, Q&A process reforms, HR strategy, IT cloud migration, budget execution, and progress on the 2023 work programme, including challenges under CRR3/CRD6 and DORA implementation.
Presentation Public Hearing on CP draft RTS on model extensions and changes
EBA public hearing on draft Regulatory Technical Standards (RTS) under CRR2, focusing on assessing materiality of extensions and changes to the Fundamental Review of the Trading Book (FRTB) Internal Models Approach (IMA) and modellable risk factors – covering categorisation, supervisory requirements, and next steps.
Annexes I to IV in tracked changes
Annex VII - OG-scope example
EBA illustrative examples for offsetting and scope indications in ASA and AIMA reporting templates under CRR3, demonstrating consolidated level reporting structures for banking groups with subsidiaries across Europe and beyond.