EBA 2019 research paper by Oesterreichische Nationalbank and Fachhochschule Vorarlberg proposing methods to enhance bank stress testing by improving scenario selection, loss assessment, and addressing systemic risks for more accurate financial stability analysis.
EBA 2019 workshop paper proposing a methodology to integrate climate transition risks—such as late decarbonization shifts—into regulatory stress tests for financial institutions, focusing on carbon-intensive sectors and scenario-based loss evaluation.
The European Banking Authority (EBA) issued today a revised list of validation rules in its Implementing Technical Standards (ITS) on supervisory reporting, highlighting those, which have been deactivated either for incorrectness or for triggering IT problems. Competent Authorities throughout the EU are informed that data submitted in accordance with these ITS should not be formally validated against the set of deactivated rules.
The European Banking Authority (EBA) publishes today updated guidelines on harmonised definitions and templates for the reporting of funding plans. The changes include additional details of forecasted market based funding, alignment to FINREP reporting and additional proportionality for small and non-complex credit institutions. This update is the result of the experience gained through the EBA's assessment of banks' funding plans in the recent years.
Compliance form
How severe are EBA macroenomic
EBA, 2019, KeynoteLecture,Dermine
EBA Action plan on sustainable finance
The European Banking Authority (EBA) published today its Action plan on sustainable finance outlining its approach and timeline for delivering mandates related to environmental, social and governance (ESG) factors. The Action plan explains the EBA’s sequenced approach, starting with key metrics, strategies, risk management and moving towards scenario analysis and evidence for any adjustments to risk weights. The Action Plan also aims to communicate key messages on the EBA’s policy direction and the expectations from financial institutions on areas where action is needed now to support the move towards more sustainable finance in the EU.
The European Supervisory Authorities (ESAs) published today joint draft Regulatory Technical Standards (RTS) to amend the Delegated Regulation on the risk mitigation techniques for non-cleared OTC derivatives (bilateral margining) as well as a joint statement on the introduction of fallbacks in OTC derivative contracts and the requirement to exchange collateral. BothRTS and the statement were developed to facilitate further international consistency in the implementation of the global framework agreed by the Basel Committee on Banking Supervision (BCBS) and the International Organisation of Securities Commissions (IOSCO).
Joint final draft RTS on various amendments to the bilateral margin requirements in view of the international framework
Joint statement on introduction of fallbacks in OTC derivative contracts and the requirement to exchange collateral
Bank of England working paper introducing a model to simulate stress scenarios in the UK’s market-based finance system, focusing on interactions among broker-dealers, banks, investment funds, and insurers under solvency and liquidity constraints to assess systemic risk and fire-sale dynamics.
EBA-aligned research paper introducing Deep-Stress, a deep learning framework for dynamic balance sheet stress testing, improving Capital Adequacy Ratio forecasting accuracy by capturing non-linear macro-financial relationships and enhancing early warning systems for banking resilience.