Factsheets
Interactive Dashboard.xlsm
EBA Interactive Dashboard - Q2 2020 - Protected.xlsm
Presentation
European Banking Authority public hearing on draft guidelines for criteria on using data inputs in the expected shortfall risk measure under the Internal Models Approach (IMA) of the Fundamental Review of the Trading Book (FRTB), addressing regulatory requirements under Article 325bh(3).
Peer Review Work Plan 2020-2021
EBA 2020-2021 Peer Review Work Plan outlines assessments of joint ESAs guidelines on qualifying holdings, EBA guidelines on non-performing exposures and ICT risk under SREP, focusing on prudential standards, NPE management, and ICT governance.
Risk parameters annex (pdf)
EBA report on Q2 2020 credit risk parameters for IRB banks in EU and key non-EU countries – presenting default rates, loss rates, PD, and LGD statistics by exposure type and country based on COREP C 9.02 data.
Risk dashboard
EBA Risk Dashboard for Q2 2020 – quarterly analysis of key risks and vulnerabilities in the EU banking sector, covering solvency, credit risk, profitability, liquidity, and asset quality amid the COVID-19 crisis, based on supervisory reporting data from 182 banks.
Guidelines on the appropriate subsets of exposures in the application of SyRB
Guidelines on the appropriate subsets of exposures in the application of SyRB
EBA Virtual workshop - Challenges in AI adoption - Final draft Programme
EBA virtual workshop on challenges in AI adoption in banking, focusing on data management and ethical issues, featuring industry leaders and public authorities discussing regulatory and technological implications in October 2020.
EBA Virtual workshop - Challenges in AI adoption - Biographies
EBA virtual workshop on challenges in AI adoption in banking – biographies of speakers including EBA’s Piers Haben, McKinsey’s Frédéric Van Weyenbergh, and IIF’s Brad Carr, covering AI risks, innovation, and regulatory perspectives (October 2020).
Presentation
EBA public hearing on draft Regulatory Technical Standards (RTS) for estimating Pillar 2 and combined buffer requirements (P2/CBR) to set MREL under Article 45c(4) of the Bank Recovery and Resolution Directive (BRRD), focusing on resolution group calibration and capital requirements.
Presentation
EBA public hearing on draft Regulatory Technical Standards (RTS) under Article 45f(6) BRRD addressing indirect subscription of MREL instruments within banking groups (daisy chains) to prevent double counting and ensure smooth resolution strategies.
Presentation
European Banking Authority public hearing on draft Implementing Technical Standards (ITS) for reporting Minimum Requirement for Own Funds and Eligible Liabilities (MREL) decisions under Article 45j of the Bank Recovery and Resolution Directive (BRRD2), covering uniform templates, methodology, and data transmission from resolution authorities.
EBA 2021 Annual Work Programme
European Banking Authority 2021 work programme outlining strategic priorities including risk reduction, stress testing, AML/CFT supervision, ESG risks, COVID-19 aftermath, and regulatory activities across capital, credit risk, governance, and financial innovation.
Presentation
EBA public hearing on draft regulatory and implementing technical standards (RTS/ITS) for impracticability of contractual bail-in recognition under Article 55 BRRD, covering consultation questions, process overview, and next steps for resolution authorities.
EBA GL 2020 06 - CT GLs on loan origination and monitoring.pdf
Compliance table