EBA updates its guides on supervisory data

  • News
  • 27 July 2018
The European Banking Authority (EBA) published today two updated versions of its guides on data. Both the EBA methodological guide on how to compile risk indicators and detailed risk analysis tools and the EBA guidance note on compiling IMF FSIs with EBA ITS data provide useful insights to users on how to explore supervisory data available through the EBA reporting framework. 
 
The EBA methodological guide on Risk Indicators and DRATs includes now updated formulas and guidance in light of IFRS 9 changes introduced with the EBA reporting framework version 2.7 from reference date March 2018. 
Similarly, the EBA guidance on how to compute IMF FSIs using EBA ITS data is now updated to cater for the same IFRS 9 changes.  Apart from IFRS 9 developments, additional guidance on how to compute IMF FSIs has been included. 
 

Documents

List of EBA Risk Indicators and DRATs (June 2018)

(9.18 MB - Excel Spreadsheet) Last update 26 July 2018

EBA Guidance Note on compiling IMF FSIs (July 2018 update)

(393.24 KB - PDF) Last update 24 August 2018

EBA Methodological Guide - Risk Indicators and DRAT (June 2018)

(2.42 MB - PDF) Last update 26 July 2018

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