EBA consults on draft amendments to Regulatory Technical Standards for the Standardised Approach for Counterparty Credit Risk (SA-CCR), covering risk category mapping, supervisory delta formulas for interest rate and commodity options, and position determination under CRR.
EBA consults on draft Regulatory Technical Standards amending FRTB rules for profit and loss attribution, risk factor modellability, and treatment of FX and commodity risks in the banking book, with feedback deadline 14 March 2024.
European Banking Authority (EBA) discussion paper on Pillar 3 Data Hub (P3DH) processes, outlining disclosure procedures for institutions, data handling, validation, and dissemination, while consulting on practical implications, synergies with other projects, and policy mandates under the Capital Requirements Regulation (CRR).
EBA consults on draft Implementing Technical Standards amending supervisory reporting under CRR 3, covering output floor, credit risk, market risk, leverage ratio, and trading book boundaries, with proposed changes to reporting frameworks and timelines.
EBA consultation on draft Implementing Technical Standards amending Pillar 3 disclosure requirements under CRR3, covering credit risk, market risk, output floor, CVA risk, and supervisory reporting alignment for EU banks.
EBA 2023 EU-wide Transparency Exercise and Risk Assessment Report – assesses banking sector resilience, capitalisation, profitability, asset quality, and liquidity amid rising interest rates, macroeconomic uncertainty, and geopolitical risks.
European Banking Authority December 2023 report analysing key risks and vulnerabilities in the EU banking sector, including credit, market, operational, and liquidity risks, with supervisory insights and trends.