Reports

EBA report presenting 2024 market risk benchmarking results under FRTB ASA, assessing sensitivities, data completeness, and supervisory issues across equity, IR, FX, commodities, and credit spread portfolios for EU banks.

EBA 2024 report analysing variability in own funds requirements under the IRB approach, assessing credit risk parameters, PD and LGD comparability, and implementation of the IRB Roadmap across EU banks.

EBA report analysing EU/EEA banks' funding structures and foreign currency dependence as of December 2023, covering net stable funding ratios (NSFR), funding by currency and maturity, and asset-liability exposures under COREP reporting.

EBA, ESMA, and EIOPA Joint Committee report assessing the implementation and functioning of the EU Securitisation Regulation, covering market trends, due diligence, STS framework, risk retention, transparency, and supervisory options.

European Banking Authority (EBA) 2024/25 Consumer Trends Report analyses retail banking products, payment fraud, indebtedness, and de-risking, assessing measures by EBA and national authorities to address key consumer protection issues in the EU.

European Banking Authority (EBA) report assessing data availability and feasibility of a common methodology for measuring ESG exposures across non-financial corporates, SMEs, and households, including environmental, social, and governance risks and supervisory stress testing.

European Banking Authority report on the first phase of implementing the IRRBB heatmap, covering observations and recommendations on non-maturity deposits, net interest income metrics, commercial margin modelling, and hedging strategies under the Capital Requirements Directive.

EBA peer review assessing how competent authorities integrate tax integrity into supervision to combat dividend arbitrage schemes, covering risk-based oversight, AML/CFT risk assessments, internal governance, and integrity evaluations of management bodies.

EBA and joint committee assess the feasibility of centralising major ICT incident reporting under DORA (Regulation (EU) 2022/2554), analysing current frameworks, stakeholder input, and potential options for streamlined EU-level reporting.

EBA peer review report (January 2025) assessing how EU competent authorities apply proportionality in the Supervisory Review and Evaluation Process (SREP), including findings on liquidity risk assessment, best practices, and recommendations for consistent implementation under SREP Guidelines.

EBA and ESMA joint report under MiCAR Article 142 analysing EU crypto-asset market trends, focusing on DeFi adoption, ICT and ML/TF risks, lending, borrowing, staking business models, and Maximal Extractable Value (MEV) implications without policy recommendations.

European Banking Authority final report establishing guidelines for resolution authorities on selecting and assessing independent valuers, covering legal background, appointment processes, conflict-of-interest safeguards, and practical templates for resolution purposes.

EBA 2023 dashboard on high earners in EU banks and investment firms under CRD and IFD – reports trends in remuneration, gender imbalance, and identified staff ratios for individuals earning €1M+, with country-level data comparisons.

EBA and ESAs report on the 2024 DORA Dry Run exercise, summarizing key findings on financial entities' registers of ICT third-party service provider contracts, data quality checks, and recommendations for compliance with Digital Operational Resilience Act requirements.

European Banking Authority (EBA) 2023 report assessing the functioning of AML/CFT colleges, covering progress on key action points, supervisory convergence, risk-based approaches, and recommendations to enhance cooperation and effectiveness in combating money laundering and terrorist financing.