EBA guidelines on calculating the weighted average maturity (WAM) of securitisation tranches under Regulation (EU) No 575/2013 – outlining compliance requirements for EU competent authorities and optional methodologies for credit institutions.
EBA guidelines on credit risk mitigation for banks using the IRB approach with own LGD estimates – compliance status of EU national authorities as of 2025, outlining adoption timelines and supervisory practices under CRR/CRD IV.
EBA guidelines (EBA/GL/2020/07) on COVID-19-related reporting and disclosure of exposures, including payment moratoria and public guarantees, with compliance confirmations from EU national authorities as of September 2020.
EBA guidelines updating COVID-19 payment moratoria rules for banks – reporting compliance by EU national authorities with amended loan repayment deferral requirements under EBA/GL/2020/02 and EBA/GL/2020/08.
EBA guidelines on structural FX treatment under CRR Article 352(2) – outlining compliance requirements for EU banks, with national authorities reporting adoption status by January 2022.
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.
The European Banking Authority (EBA) published today its quarterly Risk Dashboard covering Q2 2020 data and summarising the main risks and vulnerabilities in the EU banking sector. Whereas capital ratios held up well, there are indications that the crisis starts to have an impact on asset quality. With increasing cost of risk, profitability continued its declining trend.
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.
Following the entry into force of the fifth Capital Requirements Directive (CRD V), the European Banking Authority (EBA) published today a set of Guidelines on the appropriate subsets of sectoral exposures to which a competent or designated authority (hereby relevant authority) may apply a systemic risk buffer.