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EBA final report benchmarking national loan enforcement frameworks across EU member states, analysing recovery rates, time and judicial costs for corporates and SMEs in 2023Q3 to assess insolvency outcomes and key determinants.

European Banking Authority (EBA) submits final report benchmarking national loan enforcement frameworks across 27 EU Member States, analysing recovery rates, times, and judicial costs for corporate and SME loans to assess insolvency regime efficiency and divergences.

EBA final report amending Implementing Technical Standards (ITS) under EU Regulation 2016/2070 for the 2026 benchmarking exercise of internal models, focusing on market and credit risk adjustments, including template updates and alignment with revised supervisory reporting.

EBA report presenting results of the 2024 Market Risk Benchmarking Exercise under the Internal Models Approach (IMA), analysing VaR, sVaR, IRC, and APR metrics, supervisory assessments, and drivers of variation across participating banks.

EBA report presenting 2024 market risk benchmarking results under FRTB ASA, assessing sensitivities, data completeness, and supervisory issues across equity, IR, FX, commodities, and credit spread portfolios for EU banks.

EBA 2024 report analysing variability in own funds requirements under the IRB approach, assessing credit risk parameters, PD and LGD comparability, and implementation of the IRB Roadmap across EU banks.

EBA consultation on proposed amendments to Implementing Technical Standards for the 2026 benchmarking exercise of internal models, covering market and credit risk, including FRTB IMA templates and ASA data collection requirements.

EBA 2023 report analysing variability in own funds requirements under the IRB approach, assessing credit risk parameters (PD, LGD), IRB roadmap implementation, and benchmarking results across European banks.

EBA report presenting 2023 market risk benchmarking results, analysing VaR, sVaR, IRC, and SBM metrics across EU banks to assess modelling practices, risk measure variations, and supervisory findings under CRR/CRD frameworks.

EBA consults on draft Implementing Technical Standards amending EU rules (Regulation 2016/2070) for benchmarking internal models used by banks, focusing on credit and market risk assessments, with a cost-benefit analysis and stakeholder feedback deadline 27 March 2024.