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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.
Public Hearing on MiCAR - Draft RTS on the approval of white papers of ARTs issued by credit institutions
Annex VI - MOV example
Annex V - Correlation table
Annex IV - ASA-AIMA instructions
Annex III - ASA-AIMA templates [XLSX]
Annex II - TBT and MOV instructions
Annex I - TBT and MOV template [XLSX]
Draft amending ITS on reporting requirements for market risk (FRTB reporting)
EBA final report amending Implementing Technical Standards on market risk reporting under the Fundamental Review of the Trading Book (FRTB), expanding requirements for Alternative Standardised Approach (ASA) and Alternative Internal Model Approach (AIMA) to prepare institutions for full FRTB implementation in the EU.
The EBA revises reporting requirements for market risk
The European Banking Authority (EBA) published today amendments to the reporting requirements for market risk. As the implementation of the Fundamental Review of the Trading Book (FRTB) in the EU approaches, the EBA revised the information to be reported on the own funds requirements under the alternative approaches, and adds reporting on reclassifications of instrument between the regulatory books.
Public hearing on the Guidelines on complaints handling by credit servicers
The EBA responds to law firm on the prudential treatment of a BNP Paribas legacy instrument
The European Banking Authority (EBA) published today a response to the letter received from a law firm on 11 September 2023, regarding the case of the prudential classification as Tier 2 instrument of a legacy perpetual bond (so-called ‘Discos’) of an institution established in France (BNP Paribas).
Public hearing on draft MiCAR mandates relating to internal governance, remuneration, and suitability of members of the management body and shareholders, etc.
Letter from Quinn Emanuel Urquhart & Sullivan UK LLP on BNPP to the EBA
Letter from Quinn Emanuel on behalf of BNP Paribas noteholders challenging the bank’s treatment of US$500M subordinated notes as Tier 2 capital under CRR rules, citing tax call provisions and redemption incentives as regulatory non-compliance issues.