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  • EBA observes good progress in implementation of SREP Guidelines but challenges remain in convergence of capital adequacy assessments and determination of Pillar 2 requirements

    The European Banking Authority (EBA) published today its third annual Report on the convergence of supervisory practices across the EU. The Report reviews consistency in the application of the Supervisory Review and Evaluation Process (SREP) in order to promote comparable supervisory approaches and consistency in supervisory outcomes across the single market. This is necessary for a level playing field, effective supervision of cross border groups, and to identify supervisory best practices.

    21/11/2017 - Press releases

  • EBA welcomes Council decision on its relocation

    The European Banking Authority (EBA) welcomes the Council’s decision on its relocation to Paris, in light of the UK’s intention to withdraw from the EU. This is an important decision for the Authority that guarantees a seamless continuation of its activities by reassuring its current and future staff over the new location and putting an end to a period of uncertainty. The EBA is confident that France will support the Authority to ensure a smooth transition, which is crucial to continue delivering on its mission objectives of maintaining financial stability in the EU and safeguarding the integrity, efficiency and orderly functioning of the banking sector.

    20/11/2017 - Press releases

  • EBA publishes final Guidelines on the estimation of risk parameters under the IRB Approach

    The European Banking Authority (EBA) published today its final Guidelines on the estimation of risk parameters for non-defaulted exposures - namely of the probability of default (PD) and the loss given default (LGD), and on the treatment of defaulted exposures under the advanced IRB Approach, including estimation of parameters such as ELBE and LGD in-default. These Guidelines, which are part of the EBA’s regulatory review of the IRB approach, aim to restore market participants’ trust in internal models by reducing the unjustified variability in their outcomes, ensuring comparability of risk estimates while at the same time preserving risk sensitivity of capital requirements.

    20/11/2017 - Press releases

  • EBA publishes methodology for the 2018 EU-wide stress test

    The European Banking Authority (EBA) publishes today its final methodology for the 2018 EU-wide stress test, following a discussion with industry in summer 2017. The methodology covers all relevant risk areas and, for the first time, incorporates IFRS 9 accounting standards. The stress test exercise will be formally launched in January 2018 and the results to be published by 2 November 2018.

    17/11/2017 - Press releases

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