2018 EU-wide stress test - Methodological Note.pdf
2018 EU-wide stress test - Methodological Note
2018 EU-wide stress test - Methodological Note
Presentation
Updated CET1 list Q4 2017
Compliance table
COREP, AMM, other adopted
Final Peer review Report on EBA O-SIIs Guidelines
EBA draft instructions for using NPL transaction templates to standardize data disclosure in non-performing loan transactions, supporting financial due diligence and valuation by investors under EU regulatory frameworks like CRR and AnaCredit.
European Banking Authority draft templates for non-performing loans (NPLs) aim to standardize data disclosure, reduce information gaps between buyers and sellers, and support EU secondary NPL market development by enhancing transparency and comparability.
Final Guidelines on connected clients (EBA-GL-2017-15)
EBA report presenting results of the 2017 Low Default Portfolios (LDP) credit risk benchmarking exercise, analysing IRB parameter variability, portfolio composition, and risk-weight deviations across participating banks under CRR/CRD IV frameworks.
European Banking Authority report presenting results of the 2017 market risk benchmarking exercise, analysing VaR, stressed VaR, IRC, and APR metrics across participating banks to assess risk measurement consistency and supervisory practices under EU regulatory frameworks.
2017 Final Agenda 6th EBA Research Workshop
EBA Call for advice_NPLs_prudential backstops
EBA 2017 Research Workshop agenda focusing on the future of quantitative models in financial regulation, covering credit risk, early warning systems, IFRS 9 accounting, capital and liquidity requirements, and systemic risks with expert presentations and panel discussions.
European Commission requests EBA technical advice on introducing statutory prudential backstops under the Capital Requirements Regulation (CRR) to address under-provisioning of newly originated non-performing loans (NPLs) and assess impact on EU banks.
Minutes