Publications

EBA guidelines on a pragmatic 2020 Supervisory Review and Evaluation Process (SREP) amid COVID-19 – compliance table showing EU and EEA national authorities' adherence to adjusted supervisory practices for banks.

EBA guidelines on supervisory reporting and disclosure requirements under the CRR ‘quick fix’ to address Covid-19 impacts – compliance status of EU and EEA national authorities, outlining implementation measures and timelines.

EBA guidelines amending EBA/GL/2018/01 to align with the CRR ‘quick fix’ due to COVID-19, outlining EU and EEA member states' compliance status for reporting and disclosure requirements under the Capital Requirements Regulation.

EBA public hearing on draft Regulatory Technical Standards (RTS) for calculating indirect exposures to underlying clients in derivative and credit derivative contracts under Article 390(9) CRR2, covering methodology and consultation questions.

EBA Interactive Dashboard - Q2 2020 - Protected.xlsm

European Banking Authority public hearing on draft guidelines for criteria on using data inputs in the expected shortfall risk measure under the Internal Models Approach (IMA) of the Fundamental Review of the Trading Book (FRTB), addressing regulatory requirements under Article 325bh(3).

EBA 2020-2021 Peer Review Work Plan outlines assessments of joint ESAs guidelines on qualifying holdings, EBA guidelines on non-performing exposures and ICT risk under SREP, focusing on prudential standards, NPE management, and ICT governance.

EBA report on Q2 2020 credit risk parameters for IRB banks in EU and key non-EU countries – presenting default rates, loss rates, PD, and LGD statistics by exposure type and country based on COREP C 9.02 data.

EBA Risk Dashboard for Q2 2020 – quarterly analysis of key risks and vulnerabilities in the EU banking sector, covering solvency, credit risk, profitability, liquidity, and asset quality amid the COVID-19 crisis, based on supervisory reporting data from 182 banks.

Guidelines on the appropriate subsets of exposures in the application of SyRB

EBA virtual workshop on challenges in AI adoption in banking, focusing on data management and ethical issues, featuring industry leaders and public authorities discussing regulatory and technological implications in October 2020.

EBA virtual workshop on challenges in AI adoption in banking – biographies of speakers including EBA’s Piers Haben, McKinsey’s Frédéric Van Weyenbergh, and IIF’s Brad Carr, covering AI risks, innovation, and regulatory perspectives (October 2020).

EBA public hearing on draft Regulatory Technical Standards (RTS) for estimating Pillar 2 and combined buffer requirements (P2/CBR) to set MREL under Article 45c(4) of the Bank Recovery and Resolution Directive (BRRD), focusing on resolution group calibration and capital requirements.

EBA public hearing on draft Regulatory Technical Standards (RTS) under Article 45f(6) BRRD addressing indirect subscription of MREL instruments within banking groups (daisy chains) to prevent double counting and ensure smooth resolution strategies.