Factsheets

EBA Autumn 2023 Risk Assessment Questionnaire (RAQ) summarises responses from 85 EU banks on business strategy, funding, asset quality, operational risks, FinTech, and ESG finance trends, published alongside Q3 2023 Risk Dashboard.

EBA Q2 2023 MREL Dashboard – reports on minimum requirement for own funds and eligible liabilities (MREL) compliance, shortfalls, and resources across EU banks, including resolution planning, internal and external MREL levels, and maturity profiles by member state.

EBA Q3 2023 risk parameters annex presenting credit risk statistics for IRB banks across EU and non-EU countries, including default rates, loss rates, and probability of default (PD) by counterparty type and sector.

EBA Risk Dashboard Q3 2023 – quarterly analysis of key risks and vulnerabilities in the EU banking sector, covering solvency, credit risk, profitability, funding, liquidity, and asset quality indicators for major institutions.

European Banking Authority (EBA) Management Board meeting minutes from November 2023 covering operational updates, Q&A process reforms, HR strategy, IT cloud migration, budget execution, and progress on the 2023 work programme, including challenges under CRR3/CRD6 and DORA implementation.

EBA public hearing on draft Regulatory Technical Standards (RTS) under CRR2, focusing on assessing materiality of extensions and changes to the Fundamental Review of the Trading Book (FRTB) Internal Models Approach (IMA) and modellable risk factors – covering categorisation, supervisory requirements, and next steps.

EBA illustrative examples for offsetting and scope indications in ASA and AIMA reporting templates under CRR3, demonstrating consolidated level reporting structures for banking groups with subsidiaries across Europe and beyond.