EBA guidelines on supervisory reporting and disclosure requirements under the CRR ‘quick fix’ to address Covid-19 impacts – compliance status of EU and EEA national authorities, outlining implementation measures and timelines.
EBA guidelines amending EBA/GL/2018/01 to align with the CRR ‘quick fix’ due to COVID-19, outlining EU and EEA member states' compliance status for reporting and disclosure requirements under the Capital Requirements Regulation.
EBA public hearing on draft Regulatory Technical Standards (RTS) for calculating indirect exposures to underlying clients in derivative and credit derivative contracts under Article 390(9) CRR2, covering methodology and consultation questions.
The European Banking Authority (EBA) published today its quarterly Risk Dashboard covering Q2 2020 data and summarising the main risks and vulnerabilities in the EU banking sector. Whereas capital ratios held up well, there are indications that the crisis starts to have an impact on asset quality. With increasing cost of risk, profitability continued its declining trend.
EBA Interactive Dashboard - Q2 2020 - Protected.xlsm
European Banking Authority public hearing on draft guidelines for criteria on using data inputs in the expected shortfall risk measure under the Internal Models Approach (IMA) of the Fundamental Review of the Trading Book (FRTB), addressing regulatory requirements under Article 325bh(3).
EBA 2020-2021 Peer Review Work Plan outlines assessments of joint ESAs guidelines on qualifying holdings, EBA guidelines on non-performing exposures and ICT risk under SREP, focusing on prudential standards, NPE management, and ICT governance.
EBA report on Q2 2020 credit risk parameters for IRB banks in EU and key non-EU countries – presenting default rates, loss rates, PD, and LGD statistics by exposure type and country based on COREP C 9.02 data.
EBA Risk Dashboard for Q2 2020 – quarterly analysis of key risks and vulnerabilities in the EU banking sector, covering solvency, credit risk, profitability, liquidity, and asset quality amid the COVID-19 crisis, based on supervisory reporting data from 182 banks.
Following the entry into force of the fifth Capital Requirements Directive (CRD V), the European Banking Authority (EBA) published today a set of Guidelines on the appropriate subsets of sectoral exposures to which a competent or designated authority (hereby relevant authority) may apply a systemic risk buffer.
Guidelines on the appropriate subsets of exposures in the application of SyRB
EBA virtual workshop on challenges in AI adoption in banking, focusing on data management and ethical issues, featuring industry leaders and public authorities discussing regulatory and technological implications in October 2020.
EBA virtual workshop on challenges in AI adoption in banking – biographies of speakers including EBA’s Piers Haben, McKinsey’s Frédéric Van Weyenbergh, and IIF’s Brad Carr, covering AI risks, innovation, and regulatory perspectives (October 2020).
EBA public hearing on draft Regulatory Technical Standards (RTS) for estimating Pillar 2 and combined buffer requirements (P2/CBR) to set MREL under Article 45c(4) of the Bank Recovery and Resolution Directive (BRRD), focusing on resolution group calibration and capital requirements.
EBA public hearing on draft Regulatory Technical Standards (RTS) under Article 45f(6) BRRD addressing indirect subscription of MREL instruments within banking groups (daisy chains) to prevent double counting and ensure smooth resolution strategies.
European Banking Authority public hearing on draft Implementing Technical Standards (ITS) for reporting Minimum Requirement for Own Funds and Eligible Liabilities (MREL) decisions under Article 45j of the Bank Recovery and Resolution Directive (BRRD2), covering uniform templates, methodology, and data transmission from resolution authorities.