EBA CRR3/CRD6 dashboard shows banks maintain capital levels well above minimum requirements under the fully loaded Basel III framework

The European Banking Authority (EBA) today published its CRR3/CRD6 dashboard as of Q2 2026 for 129 banks at the highest level of consolidation across the EU/EEA. EU/EEA banks maintain capital levels well above minimum requirements under the fully loaded CRR3 framework, with an average Common Equity Tier 1 (CET1) ratio projected at 15.1%, despite an increased impact of the output floor compared with previous editions.

Under the fully loaded CRR3 implementation, the relative increase in the Tier 1 minimum required capital is projected at 6.0%, up from the 5.1% projected using Q4 2025 data. This reflects a higher estimated impact of the output floor, as a result of higher standardised total risk exposure amounts (S-TREA) and, to a lesser extent, increases in exposures subject to transitional arrangements for some institutions. A total of 33 institutions would be bound by the fully loaded output floor.

Assuming static balance sheets over the period, there would be no capital shortfalls before 2030, leaving concerned banks time to adapt. Total projected capital shortfalls would amount to EUR 2.2 billion in 2030 and EUR 18.5 billion with a fully loaded framework in 2033. The increase in projected shortfalls mainly reflects the factors described above. Despite this increase, capital shortfalls at the fully loaded horizon represent on average only 0.6% of the current total capital of the banks in the sample.

Background

The EBA CRR3/CRD6 dashboard provides an overview of the impact of the output floor during the implementation period of the framework. The updated dashboard includes observed data for Q1 and Q2 2026, as well as projections covering the remaining implementation period through 2030 and under the fully loaded framework, based on a static balance sheet assumption.

Note to editors

The output floor projections presented in the CRR3/CRD6 dashboard are based on the recalculation of RWAs applying the calibration factors set out in Article 465(1) of the CRR3 (50%, 55%, 60%, 65%, 70% and 72.5%). The fully loaded figures reflect the final 72.5% calibration and reverse the impact of transitional arrangements that apply to standardised approach equivalent RWAs for output floor purposes (Articles 465(3), (5), (9) and (13)).

Current supervisory reporting data do not yet fully capture credit risk transitional arrangements. As a result, the credit risk impact is recorded as zero in the dashboard and is not reflected in the total Tier 1 minimum required capital impact. This also affects the estimation of the fully loaded output floor impact, as the expiry of these transitional arrangements is expected to increase standardised equivalent credit risk RWAs and alter their proportion relative to total RWAs. This data limitation will be addressed in future releases of the supervisory reporting framework.

All computations are based on overall capital requirements (i.e. they do not include Pillar 2 Guidance).