EBA updates its list of risk indicators, IMF-FSI mapping and respective guides

The European Banking Authority (EBA) published today an updated guide on how to report the International Monetary Fund (IMF) Financial Soundness Indicators (FSIs) and a revised methodological guide on how to compile risk indicators and detailed risk analysis tools. FSIs provide insight into the financial health and soundness of countries’ financial institutions as well as corporate and household sectors, thus supporting the economic and financial stability analysis.

These updates are mainly driven by the recently published 2019 IMF FSI Guide, as well as, by the review of the EBA reporting framework, that entails, amongst other, changes in securitisations information and in non-performing and forborne exposures.

The IMF FSI guide provides a mapping of the IMF FSI indicators to the Implementing Technical Standards (ITS) on Supervisory Reporting, ensuring a harmonised methodology in reporting, relevant also for peer reviews. The guidance on risk indicators shows how they are computed in EBA publications, thus allowing competent authorities and users of EBA data to interpret key bank figures and to have a consistent approach in their risk assessments.