Publications

EBA technical annex detailing reporting templates and instructions for own funds, capital requirements, credit risk, operational risk, and market risk under EU banking regulations, including solvency and transitional provisions.

EBA instructions for COREP reporting on prudent valuation of fair-valued assets and liabilities under Delegated Regulation (EU) 2016/101, covering AVA calculations, hybrid products, and thresholds for simplified approaches under CRR.

EBA final draft implementing technical standards amending Regulation (EU) No 680/2014 on supervisory reporting, introducing detailed requirements for prudent valuation and technical updates to COREP, large exposures, leverage ratio, and liquidity metrics under CRR.

EBA Annex V (FINREP) outlines detailed reporting requirements for financial information, including balance sheets, profit or loss statements, counterparty breakdowns, loan commitments, derivatives, hedge accounting, non-performing exposures, and geographical data under EU banking regulations.

EBA guidelines detailing reporting instructions for large exposures and concentration risk under CRR, covering templates for counterparty identification, exposure limits, trading and non-trading book exposures, and maturity buckets for top exposures to institutions and financial entities.

European Banking Authority (EBA) instructions for completing Additional Monitoring Tools templates (Annex XVIII) under liquidity risk reporting, detailing requirements for funding concentration by counterparty (C 67.00) and product type (C 68.00), including maturity calculations, thresholds, and sector classifications under Regulation (EU) No 575/2013.

European Banking Authority instructions for reporting institutions on completing the Counterbalancing Capacity Template (C 71.00), detailing requirements for disclosing top ten asset holdings and liquidity lines by issuer, product type, currency, and credit quality under EU liquidity regulations.

European Banking Authority (EBA) instructions for completing the maturity ladder template under Regulation (EU) 2015/61 – detailing reporting rules for contractual cash flows, counterbalancing capacity, time buckets, and conservative maturity assumptions for banks.

European Banking Authority (EBA) technical annex detailing reporting instructions for leverage ratio calculations under CRR, including templates, formulas, sign conventions, and breakdowns of on- and off-balance sheet exposures for banks.