EBA Letter to Caius Capital LLP.pdf
EBA Letter to Caius Capital LLP
EBA updated CET1 list-Q3 2018.xlsx
EBA updated CET1 list-Q3 2018
Risk Parameters - Q1 2018.pdf
Risk Parameters - Q1 2018
Risk Dashboard - data as of Q1 2018.pdf
Risk Dashboard - data as of Q1 2018
Risk Dashboard interactive tool.xlsx
Risk Dashboard interactive tool
Guidelines on the management of interest rate risk arising from non-trading activities (EBA-GL-2018-02).pdf
Final report on revised Guidelines on the management of interest rate risk arising from non-trading activities (EBA-GL-2018-02)
Revised Guidelines on SREP (EBA-GL-2018-03).pdf
EBA revised guidelines on the Supervisory Review and Evaluation Process (SREP) and supervisory stress testing, updating EU procedures to enhance convergence, integrate Pillar 2 capital guidance, and align with Directive 2013/36/EU and EBA standards.
Guidelines on institutions stress testing (EBA-GL-2018-04).pdf
EBA guidelines establishing EU-wide standards for institutions' stress testing, covering governance, data infrastructure, risk areas, proportionality, and integration with supervisory review (SREP). Replaces CEBS GL32, addressing reverse stress testing, conduct risk, and solvency-liquidity interactions.
Risk assessment questionnaire - July 2018.pdf
European Banking Authority (EBA) July 2018 report summarizing semi-annual Risk Assessment Questionnaire (RAQ) results from 38 banks and 21 market analysts, covering business models, funding, liquidity, asset quality, and operational risks alongside the Q1 2018 Risk Dashboard.
Guidelines on common procedures and methodologies for SREP and supervisory stress testing - Consolidated version.pdf
EBA guidelines outlining common procedures and methodologies for the Supervisory Review and Evaluation Process (SREP) and supervisory stress testing, covering risk assessment, business model analysis, internal governance, capital adequacy, and proportionality for EU financial institutions.
Final report on Guidelines on fraud reporting under Article 96(6) PSD2 (EBA-GL-2018-05)
Final report on Guidelines on fraud reporting under Article 96(6) PSD2 (EBA-GL-2018-05)
Report on the peer review of the RTS on passport notifications.pdf
Report on the peer review of the RTS on passport notifications
Recommendation to the FIAU on action necessary to comply with the AML directive (EBA-Rec-2018-02).pdf
Recommendation to the FIAU on action necessary to comply with the AML directive (EBA-Rec-2018-02)
EBA GL 2017 16-CT GLs on PD and LGD estimation.pdf
EBA guidelines on probability of default (PD) and loss given default (LGD) estimation, including treatment of defaulted exposures, with compliance status from EU national authorities as of 2021 under EBA/GL/2017/16.
EBA GL 2014 13-Compliance Table-Guidelines on Common procedures & methodologies for SREP.pdf
EBA compliance table showing EU national competent authorities' adherence to EBA/GL/2014/13 guidelines on common procedures and methodologies for the Supervisory Review and Evaluation Process (SREP) as of February 2016.