Factsheets

EBA public hearing on 10 April 2025 presenting its proposed response to the European Commission’s Call for Advice on four AMLA mandates, covering ML/TF risk assessments, customer due diligence, and sanctions under AML/CFT regulations.

EBA AML/CFT Newsletter Issue 15 covers crypto-asset framework implementation (MiCAR), risks in DeFi and crypto lending, SupTech and AI in AML/CFT supervision, ESMA’s guidance on CASP authorisation, and findings from a peer review on tax integrity and dividend arbitrage schemes.

EBA final guidelines on internal governance under CRD and IFD/IFR frameworks, outlining requirements for institutions' governance structures, risk management, and internal control processes to ensure effective and accountable management.

EBA list of credit institutions and investment firms for remuneration benchmarking under EBA/GL/2022/06, covering 2024 data – includes banks and firms across EU/EEA for supervisory remuneration analysis and comparison.

EBA 2025 update listing EU banks and financial institutions selected for supervisory benchmarking exercises, including credit risk, market risk, and IFRS 9 assessments under regulatory frameworks.

EBA Banking Stakeholder Group’s feedback on draft Regulatory Technical Standards for calculating and aggregating crypto exposure values under CRR, addressing alignment with Basel standards, transitional rules, market risk approaches, and proportionality to support EU competitiveness and financial stability.

European Banking Authority (EBA) peer review report assessing the performance of stress tests by Deposit Guarantee Schemes (DGS) under the Deposit Guarantee Schemes Directive (DGSD), covering methodology, findings, and recommendations for EU competent authorities.

EBA report presenting results of the 2024 Market Risk Benchmarking Exercise under the Internal Models Approach (IMA), analysing VaR, sVaR, IRC, and APR metrics, supervisory assessments, and drivers of variation across participating banks.

EBA report presenting 2024 market risk benchmarking results under FRTB ASA, assessing sensitivities, data completeness, and supervisory issues across equity, IR, FX, commodities, and credit spread portfolios for EU banks.

EBA 2024 report analysing variability in own funds requirements under the IRB approach, assessing credit risk parameters, PD and LGD comparability, and implementation of the IRB Roadmap across EU banks.