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European Banking Authority follow-up report assessing progress on ICT risk evaluation under the Supervisory Review and Evaluation Process (SREP), including recommendations for competent authorities, benchmarking, and alignment with DORA and CRD/CRR frameworks.

European Banking Authority report on the second phase of IRRBB heatmap implementation, outlining medium to long-term actions, observations, and recommendations on interest rate risk, commercial margin modelling, credit spread risk, and hedging strategies under the IRRBB framework.

European Banking Authority consults on revised Guidelines for the Supervisory Review and Evaluation Process (SREP) and supervisory stress testing under CRD IV, covering risk assessments, capital and liquidity requirements, governance, and proportionality for EU banks.

European Banking Authority report on the first phase of implementing the IRRBB heatmap, covering observations and recommendations on non-maturity deposits, net interest income metrics, commercial margin modelling, and hedging strategies under the Capital Requirements Directive.

EBA opinion clarifying how competent authorities should apply the interaction between Pillar 2 requirements and the output floor under CRD IV, including temporary caps and double-counting reviews in the SREP framework, effective from 2025.

EBA peer review report (January 2025) assessing how EU competent authorities apply proportionality in the Supervisory Review and Evaluation Process (SREP), including findings on liquidity risk assessment, best practices, and recommendations for consistent implementation under SREP Guidelines.

EBA report assessing the implementation of IRRBB (Interest Rate Risk in the Banking Book) standards in the EU, presenting a heatmap of scrutiny areas, supervisory tools, and timelines for short- and long-term regulatory actions under the Basel framework.

Report on incorporating ESG risks in the supervision of investment firms

Guidelines on IRRBB and CSRBB

Final draft RTS on the IRRBB standardised approach

Final draft RTS on IRRBB supervisory outlier tests (SOT)

Peer review report on ICT risk assessment under the SREP

Guidelines on common procedures and methodologies for the supervisory review and evaluation process (SREP) under the Investment Firms Directive

Regulatory Technical Standards on Pillar 2 add-ons for investment firms

Final Report on revised Guidelines on common procedures and methodologies for SREP and supervisory stress testing

Consultation paper on draft RTS on IRRBB standardised approach

Consultation paper on draft Guidelines on IRRB and CSRBB

Consultation paper on draft RTS on IRRB supervisory outlier tests