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Consolidated GL on disclosure of non-performing and forborne exposures_HU.pdf
Consolidated GL on disclosure of non-performing and forborne exposures_IT.pdf
Consolidated GL on disclosure of non-performing and forborne exposures_LT.pdf
Consolidated GL on disclosure of non-performing and forborne exposures_LV.pdf
Consolidated GL on disclosure of non-performing and forborne exposures_MT.pdf
Consolidated GL on disclosure of non-performing and forborne exposures_NL.pdf
EBA MB 2023 017 rev. 1 (Final minutes - 25 January 2023 MB conference call).pdf
Minutes
EBA Validation Rules 2023-03-10.xlsx
EBA Validation Rules
EBA publishes annual assessment of banks’ internal approaches for the calculation of capital requirements
The European Banking Authority (EBA) published today its Reports on the annual market and credit risk benchmarking exercises conducted in 2022. These exercises aim at monitoring the consistency of risk weighted assets (RWAs) across all EU institutions authorised to use internal approaches for the calculation of capital requirements. Regarding market risk, for the majority of participating banks, the results confirm a relatively low dispersion in the initial market valuation (IMVs) of most of the instruments, and a decrease in the dispersion in the value at risk (VaR) submissions compared to the previous exercise. For credit risk, the variability of RWAs remained rather stable, despite the pandemic and the different banks’ pace in complying with the policies set out in the EBA internal rating-based (IRB) roadmap. A particular focus has been put on analysing the impact of the pandemic and the compensating public measures on the IRB models.