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EBA_TR_HU_529900W3MOO00A18X956.pdf
EBA_TR_UK_2138005O9XJIJN4JPN90.pdf
EBA_TR_BE_A5GWLFH3KM7YV2SFQL84.pdf
Credit-Risk_NPE_Forborne-by-Country.xlsb
EBA_TR_DK_MAES062Z21O4RZ2U7M96.pdf
EBA_TR_FR_9695005MSX1OYEMGDF46.pdf
EBA_TR_DE_529900USFSZYPS075O24.pdf
EBA_TR_SE_M312WZV08Y7LYUC71685.pdf
EBA publishes 2016 EU-wide stress test results
- From a starting point of 13.2% CET1, the stress test demonstrates the resilience of the EU banking sector to an adverse scenario with an impact of 380 bps CET1 on average- The stress test does not contain a pass/fail threshold. It will instead inform supervisors' ongoing review of banks and guide their efforts to maintain capital in the system and support the ongoing repair of balance sheets- Exceptional transparency is provided, with over 16 000 data points per bank, to foster market discipline
EU-wide stress testing 2016
Public Meeting Register Q2-2016 .pdf
Public Meeting Register Q2-2016
2016-EU-wide-stress-test-FAQ.pdf
2016-EU-wide-stress-test-Results.pdf
EBA Public Hearing on AT1 Standard Templates and Updated Monitoring Report - 26 July 2016.pdf
Presentation
EBA publishes final draft technical standards on assessment methodology for the validation of credit risk models
The European Banking Authority (EBA) published today the final draft Regulatory Technical Standards (RTS) specifying the assessment methodology competent authorities shall follow in assessing the compliance of an institution with the requirements for the use of the Internal Ratings Based Approach (IRB Approach). The purpose of these RTS is to harmonise the supervisory assessment methodology with respect to the IRB Approach across all Member States in the European Union (EU).
EBA-RTS-2016-05 (Final draft RTS on payment card schemes and processing entities under the IFR).pdf
Final draft RTS on payment card schemes and processing entities under the IFR (EBA-RTS-2016-05)
EBA-RTS-2016-04 (Final draft RTS on criteria for a preferential treatment in cross-border intragroup financial support under LCR).pdf
Final draft RTS on criteria for a preferential treatment in cross-border intragroup financial support under LCR (EBA-RTS-2016-04)
Example of 2016 EU-wide Stress Test templates.xlsb
Example of 2016 EU-wide Stress Test templates