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EBA publishes its assessment of European Secured Notes
The European Banking Authority (EBA) published today a report presenting the outcome of its assessment to the European Commission’s call for advice on the European Secured Notes (ESNs). In addition, it puts forward recommendations on key aspects for the European Commission to consider when possibly designing the legislative framework for SME ESNs.
EBA Final report on ESNs.pdf
EBA Final report on ESNs
EBA updates on monitoring of Additional Tier 1 instruments
The European Banking Authority (EBA) published today its third updated Report on the monitoring of Additional Tier 1 (AT1) instruments. The EBA’s monitoring of capital instruments has been beneficial in the implementation of the Capital Requirements Regulation (CRR) and the provisions laid down in the related Regulatory Technical Standards (RTS) on own funds and has contributed to the enhancement of the quality of institutions’ capital across the EU.
AT1 report Q2 2018 update.pdf
AT1 report Q2 2018 update
CET1 report Q2 2018 update.pdf
CET1 report Q2 2018 update
EBA Letter to Caius Capital LLP.pdf
EBA Letter to Caius Capital LLP
EBA updated CET1 list-Q3 2018.xlsx
EBA updated CET1 list-Q3 2018
EBA updates on monitoring of CET1 capital instruments
The European Banking Authority (EBA) published today a new updated list of Common Equity Tier 1 (CET1) instruments of EU institutions. This list is accompanied by an updated CET1 Report, which includes information on the underlying objectives of the monitoring as well as on the consequences of including or excluding instruments in or from the CET1 list. The EBA’s monitoring of capital instruments contributes to the enhancement of the quality of institutions’ capital across the EU. The EBA will continue to update the Report on a regular basis to give account of new developments in CET1 issuances and practices.
Draft Guidelines on the STS criteria for non-ABCP securitisation
Draft Guidelines on the STS criteria for ABCP securitisation
Risk Parameters - Q1 2018.pdf
Risk Parameters - Q1 2018
Risk Dashboard - data as of Q1 2018.pdf
Risk Dashboard - data as of Q1 2018
Risk Dashboard interactive tool.xlsx
Risk Dashboard interactive tool
Guidelines on the management of interest rate risk arising from non-trading activities (EBA-GL-2018-02).pdf
Final report on revised Guidelines on the management of interest rate risk arising from non-trading activities (EBA-GL-2018-02)
Revised Guidelines on SREP (EBA-GL-2018-03).pdf
EBA revised guidelines on the Supervisory Review and Evaluation Process (SREP) and supervisory stress testing, updating EU procedures to enhance convergence, integrate Pillar 2 capital guidance, and align with Directive 2013/36/EU and EBA standards.
Guidelines on institutions stress testing (EBA-GL-2018-04).pdf
EBA guidelines establishing EU-wide standards for institutions' stress testing, covering governance, data infrastructure, risk areas, proportionality, and integration with supervisory review (SREP). Replaces CEBS GL32, addressing reverse stress testing, conduct risk, and solvency-liquidity interactions.
Risk assessment questionnaire - July 2018.pdf
European Banking Authority (EBA) July 2018 report summarizing semi-annual Risk Assessment Questionnaire (RAQ) results from 38 banks and 21 market analysts, covering business models, funding, liquidity, asset quality, and operational risks alongside the Q1 2018 Risk Dashboard.
Guidelines on common procedures and methodologies for SREP and supervisory stress testing - Consolidated version.pdf
EBA guidelines outlining common procedures and methodologies for the Supervisory Review and Evaluation Process (SREP) and supervisory stress testing, covering risk assessment, business model analysis, internal governance, capital adequacy, and proportionality for EU financial institutions.
EBA Risk Dashboard confirms steady improvements in the management of NPLs across the EU but banks profitability remains a key challenge
The European Banking Authority (EBA) published today the periodical update to its Risk Dashboard, which summarises the main risks and vulnerabilities in the EU banking sector using quantitative risk indicators, along with the opinions of banks and market analysts from its Risk Assessment Questionnaire. In the first quarter of 2018, the updated dashboard identified ongoing improvements in the repair of the EU banking sector but also residual risks in banks’ profitability.