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IT solutions in step 1 (track changes)
IT solutions [all and clean for page Transparancy and Pillar 3]
Presentation - Public hearing on draft Guidelines on ADC exposures to residential property under CRR 3
EBA public hearing on draft guidelines for ADC exposures to residential property under CRR 3, covering legal basis, scope, key conditions, public housing framework, and next steps in prudential regulation.
Final report on draft Pillar 3 ITS on amendments due to CRD VI and CRR 3
EBA final report on Implementing Technical Standards (ITS) updating Pillar 3 disclosure requirements under CRR to align with CRD VI and CRR 3, covering credit risk, market risk, operational risk, CVA risk, output floor, crypto assets, and supervisory reporting integration.
4_-_lcr_nsfr_ltd.xlsx
5_-_loans_npl_raq_q14.xlsx
6_-_npl_segment_cor.xlsx
7_-_rwa_raq_q24.xlsx
8_-_raq_q9.xlsx
2_-_raq_q3.xlsx
1_-_roe.xlsx
3_-_cet1.xlsx
RAQ statistical annex (Spring 2024)
Risk parameters annex - Q1 2024
Presentation - public hearing on discussion paper on CfA on the investment firms prudential framework
EBA public hearing on the discussion paper for the investment firms prudential framework, covering the call for advice, regulatory proposals, and data collection under the new prudential rules – June 2024.
Risk Dashboard - Q1 2024
EBA Risk Dashboard Q1 2024 – quarterly report analysing EU banking sector risks, covering solvency, credit risk, profitability, funding, and liquidity trends with key indicators and heatmap trends.
Risk parameters annex - Q1 2024
EBA Q1 2024 risk dashboard annex presenting credit risk parameters – default rates, loss rates, and probability of default (PD) statistics for IRB banks across EU and non-EU countries, segmented by corporates, SMEs, and retail exposures.
RAQ booklet Spring 2024
EBA Spring 2024 Risk Assessment Questionnaire (RAQ) summarises responses from 85 EU banks on business strategy, liquidity, asset quality, operational risks, FinTech, and ESG finance, published alongside Q1 2024 Risk Dashboard.
Draft RTS on the materiality of extensions and changes to the use of FRTB IMA and changes to the subset of MRF
EBA final draft Regulatory Technical Standards (RTS) under CRR specify conditions for assessing materiality of changes to FRTB Internal Models Approach (IMA) and modellable risk factors, defining approval or notification requirements for banks and competent authorities.