Factsheets

European Banking Authority consults on draft Regulatory Technical Standards amending Delegated Regulation (EU) 529/2014 to refine criteria for assessing materiality of changes to Internal Ratings Based (IRB) models under CRR, with stakeholder feedback due by March 2025.

Study by Deutsche Bundesbank researchers analysing how hedge funds' bargaining power influences bank risk management in secured lending, particularly repo haircuts, and the systemic risks arising from competitive pressures and insufficient collateral requirements under EU regulatory frameworks.

Deutsche Bundesbank research presentation analysing risks of bank lending to hedge funds, assessing systemic importance, competition effects on risk management, and lessons from the 1998 LTCM crisis – presented at the EBA Research Workshop 2024.

EBA keynote speech at the 2024 IIF Colloquium on ESG challenges and opportunities for European banks – covering policy work on ESG risk management, climate stress-testing under the Fit-for-55 framework, and disclosure requirements for climate-sensitive exposures.

EBA final report on Regulatory Technical Standards (RTS) under CRR3 specifying methods to identify main risk drivers and classify long or short positions for calculating thresholds in market and counterparty credit risk under Articles 94, 273a, and 325a of Regulation (EU) No 575/2013.

EBA Banking Stakeholder Group (BSG) minutes from 15 October 2024 covering election of Chairperson and Vice-Chairpersons, updates on DORA implementation, EBA’s 2025 priorities, and key publications including reports on structured deposits, payment fraud, and consumer protection initiatives.

EBA Research Workshop discussion on how hedge fund bargaining power influences bank lending terms and risk management, analysing granular loan data from MMSR, EBA, AnaCredit, and CSDB – presented by Petros Migiakis in November 2024.

EBA Policy Research Workshop 2024 discussion on macroprudential policy shocks, non-bank financial intermediation (NBFI), and systemic risk in Europe – analysing regulatory leakages and effectiveness of policies amid NBFI growth post-global financial crisis.

EBA Research Workshop 2024 presentation by Tiago Pinheiro (Banco de Portugal) analysing internal capital markets of multinational corporations, focusing on financial stability and observed practices in cross-border banking operations.

EBA Policy Research Workshop presentation analysing the impact of macroprudential policy shocks on non-bank financial intermediation and systemic risk in Europe, addressing gaps in traditional bank-focused regulations.

EBA Policy Research Workshop 2024 presentation analysing whether bank resolution reforms reduce Too-Big-To-Fail perceptions, covering empirical findings, funding cost distortions, and moral hazard impacts on financial stability.

EBA 2024 workshop presentation analysing how rising interest rates, collateral deterioration, and yield-seeking behaviour impact shadow banking risks, with a focus on asset-backed commercial paper (ABCP) markets and regulatory arbitrage.

Bank for International Settlements paper by Tirupam Goel at EBA Policy Research Workshop 2024 – analyses contagion risks from asset fire-sales, quantifying price impact and systemic risk implications based on market liquidity and portfolio overlaps.

European Central Bank and European Stability Mechanism analysis on supervisory capital add-ons for banks using Internal Ratings-Based (IRB) models – examines drivers, data, and implications for risk underestimation and capital requirements under the Single Supervisory Mechanism (SSM).