EBA’s 2017 call for research papers on the future role of quantitative models in financial regulation, covering early warning systems, internal models, IFRS9 accounting, stress testing, resolution, prudential valuation, and big data applications for supervisory and regulatory purposes.
EBA roadmap outlining planned updates to the EU supervisory review and evaluation process (SREP) framework for 2017-2018, including revisions to Pillar 2 guidelines, interest rate risk management (IRRBB), stress testing, and Pillar 2 capital guidance (P2G) to align with EU and international standards.
Compliance Table
EBA final draft implementing technical standards amending EU supervisory reporting requirements under Regulation (EU) No 680/2014, covering updates on sovereign exposures, operational risk, liquidity metrics, COREP, IP losses, and leverage ratio to enhance prudential supervision and data collection.
Presentation
Consultation Paper on draft Joint Guidelines to prevent transfers of funds can be abused for ML and TF (JC-GL-2017-16)
Guidelines on the rate of conversion of debt to equity in bail-in (EBA-GL-2017-03)
Guidelines on the treatment of shareholders in bail-in (EBA-GL-2017-04)
Guidelines on the interrelationship BRRD_CRR (EBA-GL-2017-02)
EBA public holidays in 2017
EBA Q4 2016 Risk Dashboard – analyses key trends in EU banks' capital ratios, asset quality, profitability, and liquidity, highlighting improvements in solvency and NPLs but persistent profitability challenges.
EBA report on Q4 2016 credit risk parameters for IRB banks in EU and non-EU countries – presents default rates, loss rates, and loss given default (LGD) statistics by counterparty type and country, based on COREP C 9.02 data.
BSG Technical Working Groups
Marko Bosnjak - DINT
EBA Guideline 2015 06-Compliance Table-GLs on the minimum list of services or facilities