Guidelines on WAM.pdf
Final Guidelines on the methodology to determine the weighted average maturity of contractual payments due under the tranche of a securitisation transaction
Final Guidelines on the methodology to determine the weighted average maturity of contractual payments due under the tranche of a securitisation transaction
Joint ESA consultation on ESG disclosures - Annex 1
Joint statement on publication of bilateral margin RTS amendments in response to Covid-19
European Banking Authority annex outlining the Single Data Point Model and validation rules for uniform IT reporting systems – defining structured data representation, business concepts, technical specifications, and data quality checks under supervisory reporting frameworks.
EBA Annex II outlines specific reporting requirements for market risk under CRR, detailing templates and instructions for trading book thresholds, market risk calculations under the Alternative Standardised Approach, and monthly data submissions on on- and off-balance sheet exposures.
EBA final report on draft implementing technical standards for market risk reporting under CRR, introducing FRTB framework elements and gradual reporting requirements for trading book size and own funds calculations under standardised and internal model approaches, effective September 2021.
European Supervisory Authorities finalize Regulatory Technical Standards amending EMIR bilateral margin requirements for OTC derivatives, introducing COVID-19-related exemptions, phase-in extensions, and clarifications for intragroup transactions, FX forwards, and equity options.
Bank of Italy notifies EBA on FITD’s use of deposit guarantee scheme funds to support Banca del Fucino’s recapitalization (2020–2022) under Directive 2014/49/EU, ensuring compliance with capital requirements and least cost principle.
EBA notification from the Polish Bank Guarantee Fund on the unavailability of deposits at Bank Spółdzielczy w Grębowie following its bankruptcy in July 2019, detailing reimbursement under Directive 2014/49/EU on deposit guarantee schemes.
EBA final report amending guidelines on assessing equivalence of third-country confidentiality regimes under Article 116(6) CRD, updating 2015 recommendations to include new authorities and applying from April 2020.
List of Reporting Institutions (March 2020) - PDF
List of Reporting Institutions (March 2020) - XLS
EBA guidelines on COVID-19-related legislative and non-legislative loan repayment moratoria, including compliance confirmations from EU national authorities and implementation measures across member states.
Joint Consultation Paper on ESG disclosures standards for financial market participants
EBA statement on additional supervisory measures in the COVID-19 pandemic
EBA Statement on the application of the prudential framework on targeted aspects in the area of market risk in the COVID-19
EBA Board of Supervisors conference call minutes from 11 March 2020 discussing COVID-19 impact on EU banks, including postponement of the 2020 EU-wide stress test to 2021, operational resilience measures, capital buffer flexibility, and supervisory reporting adjustments.