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EBA E-mail alert December 5, 2025

News & Press

Strong capital and profitability in EU/EEA banks in a context of increased geopolitical uncertainty and operational threats

Press Release

The European Banking Authority (EBA) today released its Autumn 2025 risk assessment Report (RAR), confirming that EU/EEA banks remain strong in capital, liquidity, profitability and asset quality. However, the EBA calls for continued vigilance as geopolitical uncertainty, market volatility and increasing operational risks persist. The Report is published alongside the 2025 EU-wide transparency exercise, providing detailed and comparable data for 119 banks across 25 countries of the European Union (EU) and the European Economic Area (EEA), and is supplemented by the Autumn 2025 Risk Assessment Questionnaire (RAQ).

The EBA publishes a follow-up Peer Review on authorisation of payment institutions and electronic money institutions

Press Release

The European Banking Authority (EBA) today published a follow-up to the 2023 Peer Review Report assessing progress in the authorisation of payment institutions and electronic money institutions under the revised Payment Services Directive (PSD2). While notable improvements and increased convergence have been observed, significant differences persist in key areas such as governance, internal control mechanisms, and local substance. These divergent implementations continue to pose risks of regulatory arbitrage and an uneven playing field across Member States.

The EBA consults on draft technical standards on prudentially material transactions under the Capital Requirements Directive

News

The European Banking Authority (EBA) today launched a public consultation on draft Regulatory Technical Standards (RTS) and Implementing Technical Standards (ITS) concerning material acquisitions, material transfers of assets or liabilities, and mergers and divisions involving credit institutions or (mixed) financial holding companies under the Capital Requirements Directive (CRD). The standards are designed to support banking consolidation and deepen EU market integration by clarifying supervisory expectations, reducing regulatory uncertainty and ensuring consistent prudential assessment across the EU. The consultation runs until 5 March 2026.

Consultations

Consultation on Technical standards on prudentially material transactions under CRD

Consultation
5 December 2025 - 5 March 2026

Final Q&As

Question ID: 2025_7489

Topic
Supervisory reporting - COREP (incl. IP Losses)
Subject matter
C 25.01 - CREDIT VALUATION ADJUSTMENT RISK (CVA) – Col 0090 - Instruction Clarification

The CoRep instructions for the BA-CVA unhedged value point to CRR Article 384(3). The formula in this article contains the 0.65 discount factor. 

However, as per the EBA’s Final Report on Amendments to the ITS on Supervisory Reporting - CRR3/CRD6, the EBA analysis column on question 18 (‘Q18’) mentions that the instructions for this column are clear that the discount factor of 0.65 shall not be applied. 

Question ID: 2025_7500

Topic
Supervisory reporting - COREP (incl. IP Losses)
Subject matter
Appropriate reporting of unconditionally cancellable commitments (UCCs) subject to transitional arrangements of Article 495d in CR SA (COREP C_07.00)

In the absence of specific guidance in the Annex, the scope of the new column c0195 Transitional arrangements for UCCs in C_07.00 and the expected reporting of such UCCs throughout the transition phase remains unclear.

For example, the Bank has a UCC with a nominal value of €100,000, all of which remains undrawn over the transition period 1 January 2025 to 31 December 2032. Please confirm that the exposure shall be consistently reported as €100,000 in c0195 throughout the transition period 1 January 2025 to 31 December 2032, as follows. 

Reference Period

Transitional Arrangement

Art 495d (1) Factor

Example: UCC with nominal value of €100,000

Exposure Value

   

c0195

c0200

2025-2029

0%

100,000

0

2030

25%

100,000

2,500

2031

50%

100,000

5,000

2032

75%

100,000

7,500

Whilst acknowledging the relevant validations v6364_m and v0307_m, the proposed rationale is based on the principle that the UCC is in its entirety subject to the transitional arrangements as from the reference period 2025. 

Effectively, this implies that c0195 shall consist of the fully adjusted exposure value prior to the application of both the CCF and the transitional factor laid down in Article 495d. Such reporting would also ensure alignment with c0150 and the preceding columns.

Question ID: 2025_7568

Topic
Supervisory reporting - FINREP (incl. FB&NPE)
Subject matter
Definition of ‘demand deposits’ for FINREP reporting

How to report in FINREP loans and advances on demand and short notice that are not readily available at all times?

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