EBA report presenting results of the 2016 High Default Portfolios (HDP) exercise – analysing risk-weighted assets, default rates, and variability in credit risk parameters (PD, LGD, RW) across EU banks for residential mortgage, SME, and corporate portfolios under IRB approaches.
European Banking Authority (EBA) recommendations on asset quality reviews (AQR) to standardize risk assessment of bank credit portfolios, ensure consistent provisioning and capital levels, and support supervisory coordination across EU member states and the Single Supervisory Mechanism.
European Banking Authority report presenting results of the 2016 market risk benchmarking exercise, analysing VaR, sVaR, IRC, and P&L metrics across hypothetical portfolios to assess risk measurement consistency and capital requirements among participating banks.
European Banking Authority (EBA) recommendations on asset quality reviews to standardize risk assessments of banks' loan portfolios, including risk classification and provisions, aiming to restore confidence in EU banks and support consistent supervisory practices across member states.
EBA recommendations on asset quality reviews (AQR) to standardize high-risk asset assessments across EU banks, ensuring consistent risk classification, provisioning, and capital adequacy under supervisory frameworks like the Single Supervisory Mechanism (SSM).
The European Banking Authority (EBA) launched today a consultation on its draft Recommendation on the coverage of entities in banking group recovery plans, which is aimed at defining common criteria to identify entities (subsidiaries and branches) that need to be covered in group recovery plans, and the extent of such coverage. Such criteria should help institutions avoid a fragmented approach in providing information in recovery plans, and provide a common guidance for home and host supervisors. The consultation runs until 02 June 2017.
Eligibility criteria grid
Consultation Paper on recommendation on coverage of entities in group recovery plans
Vacancy notice
The European Banking Authority (EBA) published today its fourth thematic comparative Report on recovery planning. The focus of this comparative analysis is recovery options, which are crucial for assessing institutions’ actual capacity to regain viability following a period of severe financial distress. Overall, recovery plans in the sample provided a good overview of recovery options and clear improvements were seen across the board, although some challenges still remain. This benchmarking exercise aims at supporting supervisors in their assessment to identify the crucial elements that banks should consider when designing and selecting credible recovery options.
Andrea Enria introductory remarks - EBA-IMF Colloquium
EBA Comparative report on recovery options - March 2017
Consultation Paper on draft RTS on the specification of the nature, severity and duration of an economic downturn (EBA-CP-2017-02)
EBA GL 2016 06-Compliance Table Guidelines on remuneration of sales staff
Joint IMF-EBA colloquium agenda exploring advanced stress testing methodologies, including liquidity and solvency loops, macro-financial feedback effects, capital planning, macroprudential policies, and governance challenges, held in March 2017 with global regulators and central banks.
EBA Chair Andrea Enria’s 2017 remarks at the EBA-IMF Colloquium on stress testing – discussing progress, challenges, and methodological updates for the 2018 EU-wide exercise, including IFRS 9 impacts, governance, and transparency.
The European Banking Authority (EBA) organised on 1 and 2 March 2017 a Joint Colloquium with the International Monetary Fund (IMF) on ‘New Frontiers on Stress Testing’. The workshop brought together economists, supervisors and policy makers at European and global level with the objective of stimulating the discussion on different aspects of stress testing ranging from the latest methodologies and frameworks for the implementation of liquidity stress tests to macroeconomic variables, capital planning and governance.
The European Banking Authority (EBA) launched today a public consultation on its draft Regulatory Technical Standards (RTS) specifying the nature, severity and duration of an economic downturn according to which institutions shall estimate the downturn loss given default (LGD) and conversion factor (CF). These draft RTS are part of the EBA’s broader work on the review of the IRB approach aimed at reducing the unjustified variability in the outcomes of internal models, while preserving the risk sensitivity of capital requirements. The consultation runs until 29 May 2017.