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EBA BS 2017 436 (2018 Budget).pdf
European Banking Authority (EBA) 2018 budget request and establishment plan – details revenue sources, expenditure breakdown, staffing levels, and financing decisions under EU financial regulations for approval by the Board of Supervisors.
EBA BS 2017 436 (Annex I - EBA 2018 Budget).pdf
European Banking Authority (EBA) 2018 budget detailing revenue sources—including contributions from EU national authorities, EU funding, and fees—and expenditure breakdowns such as staff costs, under Regulation (EU) No 1093/2010.
EBA publishes its standardised data templates as a step to reduce NPLs
The European Banking Authority (EBA) published today data templates that will create the foundation for NPL transactions across the EU. The templates will provide a common EU data set for the screening, financial due diligence and valuation during NPL transactions. An extended use of the templates is expected to widen the investor base, lower entry barriers to potential investors, improve data quality and availability, support price discovery and facilitate the development of the NPL secondary market.
BSG Meeting
EBA issues Opinion on measures to address macroprudential risk
The European Banking Authority (EBA) published today an Opinion following the notification by the Central Bank of Cyprus (CBC) of its intention to apply stricter liquidity requirements in order to address an increase in macroprudential risk, based on Article 458 of the Capital Requirements Regulation (CRR).
EBA BS 2017 393rev1 (Final Minutes BoS 24-25 October 2017).pdf
Minutes
EBA Opinion on macroprudential measures (EBA-Op-2017-15).pdf
EBA Opinion on measures in accordance with Article 458 (EBA-Op-2017-15)
Final Report on final draft RTS and ITS on EBA Register under PSD2 (EBA-RTS-2017-10) (EBA-ITS-2017-07).pdf
Final Report on final draft RTS and ITS on EBA Register under PSD2 (EBA-RTS-2017-10) (EBA-ITS-2017-07)
EBA publishes final draft technical standards on the future EBA register under the Payment Services Directive
The European Banking Authority (EBA) published today its final draft regulatory technical standards (RTS) and implementing technical standards (ITS) on the EBA electronic central register under the Payment Services Directive (PSD2). The RTS specify the procedures competent authorities (CAs) should follow when providing information to the EBA and those that apply to the EBA when processing and publishing that information. The ITS specify the information that will be made available on the EBA Register. The aim of the EBA Register is to provide transparency on the operation of payment and e-money institutions across the EU, enhance cooperation between competent authorities in the Member States and ensure a high level of consumer protection.
EBA publishes final Guidelines on security measures under PSD2
The European Banking Authority (EBA) published today its final Guidelines on security measures for operational and security risks of payments services under the revised Payment Services Directive (PSD2). These Guidelines, which the EBA developed in close cooperation with the European Central Bank (ECB), are in support of the objective of PSD2 of contributing to an integrated payments market across the European Union, promoting equal conditions for competition, and mitigating the increased security risks arising from electronic payments. This, in turn, minimises disruption to users, payment service providers and payment systems.
Final report on EBA Guidelines on the security measures for operational and security risks under PSD2 (EBA-GL-2017-17).pdf
Final report on EBA Guidelines on the security measures for operational and security risks under PSD2 (EBA-GL-2017-17)
Session 5 - Slides - S. Brave, J.A. Lopez.pdf
EBA Policy Research Workshop presentation on calibrating macroprudential policy using financial stability forecasts, proposing transition probabilities for countercyclical capital buffer (CCyB) decisions under a decision-theoretic framework.
Session 3 - Slides - A. Pfingsten et al..pdf
EBA Policy Research Workshop presentation analysing how expected losses and managerial discretion influence countercyclical loan loss provisioning under the German Commercial Code (HGB), focusing on accounting choices and empirical findings from German banking data.
Session 4 - Semi-Structural Credit Gap Estimation - J. H. Lang, P. Welz.pdf
European Central Bank paper proposing a semi-structural model to estimate household credit gaps in 12 EU countries, improving early warning signals for financial crises by analyzing credit cycles, demographic trends, and macroprudential policy tools compared to Basel credit-to-GDP gaps.
Session 3 - Slides - J. Abad, J. Suarez.pdf
EBA workshop presentation analysing IFRS 9’s cyclical effects on bank profitability, capital (CET1), and credit supply using a recursive model, assessing risks of procyclicality and potential policy responses.
Session 3 - Slides - F. McCann, E. Gaffney.pdf
Central Bank of Ireland presentation on developing an IFRS 9-compliant probability of default (PD) framework, focusing on Stage 2 provisioning for Irish mortgage balances and comparing PD trends with stress test methodologies.
Session 3 - Expected Losses and Managerial Discretion as Drivers of Countercyclical - A. Pfingsten et al..pdf
Study by EBA-affiliated researchers analysing how expected losses and managerial discretion drive countercyclical loan loss provisioning in German banks under IFRS 9, covering procyclicality, earnings management, and tax-driven reserve practices.
Session 3 - Assessing the Cyclical Implications of IFRS9 - A Recursive Model - J. Abad, J. Suarez.pdf
EBA-supported study analysing IFRS 9’s procyclical effects on bank loan allowances using a recursive model calibrated to European corporate loans, assessing frontloaded credit loss impacts on P/L and CET1 during economic downturns.
Session 1 - Euro area banks Interest Rate Risk exposure - D. Foos, E. Luetkebohmert, M. Markovych, K. Pliszka.pdf
Analysis of euro area banks under the Single Supervisory Mechanism (SSM) assessing their stock price sensitivity to yield curve shifts—level, slope, and curvature—using the Bayesian DCC M-GARCH model, with findings on risk exposure linked to business models and balance sheet composition.