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EBA guides on data
The EBA Implementing Technical Standards (ITS) on supervisory reporting are a key input for the EBA risk assessments and provide a basis for a wide range of supervisory and risk analyses. This section provides guidance for the compilation of EBA Risk Indicators as well as IMF Financial Soundness Indicators based on the ITS data. The guides illustrate how risk indicators are computed and enhance transparency on the use of ITS data.
EBA Methodological guide - Risk Indicators and DRATs
The primary purpose of this Guide is to serve the EBA compilers of risk indicators and internal users, presenting the risk indicators and the DRATs, and thus provide guidance on their concepts, data sources (i.e. precise ITS data points involved in their calculation), techniques upon which they are computed, and methodological issues that may assist in their accurate interpretation and use.
Furthermore, this Guide fosters transparency on the computation methodology, with regard to those indicators used in the context of the EBA official publications, such as the EBA's risk assessment report, risk dashboard and so on. This would allow the general public to understand how these indicators are computed.
This Guide also enables other competent authorities to compute indicators following the same methodology, and thus compare in a consistent manner indicators for different samples of banks, as well as EU aggregates.
EBA Guidance Note on compiling IMF FSIs with EBA ITS data
This guidance document aims to assist competent authorities in compiling IMF Financial Soundness Indicators (FSI) for deposit takers using statistical input derived from the EBA Implementing Technical Standards (ITS) on supervisory reporting. Authorities are encouraged to use this guidance and the comprehensive mapping between the FSI forms and the EBA ITS templates to foster harmonised FSI reporting by the EEA authorities. In addition, it provides transparency to FSI users on how they have been computed for EEA countries.