Factsheets

EBA final report on draft Regulatory Technical Standards (RTS) amending FRTB rules under CRR3, covering profit and loss attribution, risk factor modellability assessment, and treatment of FX and commodity risk in the banking book to align with updated EU regulatory requirements.

EBA Board of Appeal decision in NOVIS v EIOPA case on public access to documents under Regulation No 1049/2001, assessing EIOPA’s refusal to disclose supervisory records and professional secrecy obligations within the European System of Financial Supervision.

EBA research paper analysing stablecoin risks, focusing on run prevention through transparency and overcollateralization. Examines regulatory frameworks, reserve asset composition, and welfare impacts of interventions like redemption suspensions under the Markets in Crypto-Assets Regulation (MiCA).

EBA staff paper exploring the theoretical implications of green-supporting and brown-penalising factors in prudential regulation, analysing trade-offs between environmental objectives and credit risk assessment under the EU banking framework.

EBA guidance on the one-year postponement of the Fundamental Review of the Trading Book (FRTB) in the EU, clarifying regulatory approaches, market risk calculations, structural foreign exchange positions, disclosures, and reporting requirements under CRR and CRR3 during the transition period.

EBA opinion clarifying the boundary between trading and banking books under CRR, addressing inconsistencies due to FRTB postponement to 2026, and recommending no supervisory action on early-applied provisions until full FRTB implementation.

EBA draft Implementing Technical Standards (ITS) amending EU 2016/2070 for the 2025 benchmarking of internal models under CRD, covering credit and market risk assessments, including adjustments for FRTB postponement and revised templates for supervisory evaluation.

EBA technical standards outlining reporting instructions for supervisory benchmark portfolios under Commission Implementing Regulation (EU) 451/2021, covering exposure details, internal model mapping, and low/high default portfolio data for credit risk assessment.

EBA technical standards for 2025 outlining market risk benchmarking instruments and portfolios under Regulation (EU) No 575/2013, including valuation instructions, risk measures (VaR, sVaR, IRC, APR), submission deadlines, and reporting requirements for EU institutions.

EBA technical standards for 2025 outlining supervisory benchmarking templates and reporting instructions on market risk, including valuation, risk sensitivities, value-at-risk (VaR), profit & loss time series, and internal risk models under Regulation (EU) 575/2013.

EBA final report on draft Implementing Technical Standards amending EU 2016/2070 for the 2025 benchmarking exercise of internal models under CRD, covering credit and market risk assessments, including updates to templates, timelines, and the Alternative Internal Model Approach framework postponement.

European Banking Authority report analysing creditworthiness assessment practices of non-bank lenders (NBLs) across the EU, identifying gaps in regulatory frameworks, supervisory approaches, and compliance with Consumer Credit Directive (CCD) and Mortgage Credit Directive (MCD) requirements, based on 2020–2023 data.

European Banking Authority (EBA) record detailing personal data processing for staff learning and development activities under EUDPR Article 31, covering training planning, budget monitoring, and data sharing with external providers.