Reports

EBA Report of CRDIV-CRR Basel III monitoring exercise - December 2016

Report on Funding Plans - July 2017

EBA Report on Asset Encumbrance - July 2017

EBA Report on results from the 2nd EBA IFRS9 IA

Report on Innovative uses of data 2017

Consumer Trends Report 2017

Report on 2015 CVA risk monitoring exercise

EBA report monitoring Common Equity Tier 1 (CET1) instruments issued by EU banks under CRR rules – presents Q2 2017 findings, updates the CET1 list, and clarifies inclusion criteria, loss absorption, and regulatory compliance for capital instruments.

EBA Report on the functioning of supervisory colleges in 2016

EBA Report results from the 2016 high default portfolio exercise - March 2017.pdf

EBA Report results from the 2016 market risk benchmarking exercise - March 2017.pdf

EBA report presenting results of the 2016 High Default Portfolios (HDP) exercise – analysing risk-weighted assets, default rates, and variability in credit risk parameters (PD, LGD, RW) across EU banks for residential mortgage, SME, and corporate portfolios under IRB approaches.

European Banking Authority report presenting results of the 2016 market risk benchmarking exercise, analysing VaR, sVaR, IRC, and P&L metrics across hypothetical portfolios to assess risk measurement consistency and capital requirements among participating banks.

EBA Comparative report on recovery options - March 2017