Annex II (Instructions) to CP on amending ITS on specific reporting requirements for market risk.docx
Annex II (Instructions) (DOCX)
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Annex III (MOV template and example) to CP on amending ITS on specific reporting requirements for market risk.xlsx
Annex III (MOV template and example) (XLSX)
ECON - Exchange of Views on SVB Failure - 21 March 2023.pdf
José Manuel Campa exchange of Views on SVB failure at the ECON hearing
EBA consults on amendments to the reporting on the Fundamental Review of the Trading Book
The European Banking Authority (EBA) launched today a public consultation on its draft Implementing Technical Standards (ITS) amending the ITS on specific reporting requirements on market risks (FRTB reporting), aiming at providing supervisors with the necessary tools to monitor these risks. The consultation runs until 21 June 2023.
Management Board meeting
2023-03-20 - ESRB - 2023 EBA macrofinancial scenario (updated 20 March 2023).xlsx
2023-03-20 - ESRB - 2023 EU-wide stress test - Corrigendum table.xlsx
2023 EBA Stress Test adverse scenario (updated 20 March 2023).pdf
2023-03-20 - Letter to EBA - Correction of specific values in the adverse scenario for the EBA 2023 EU-wide stress test.pdf
SRB, EBA and ECB Banking Supervision statement on the announcement on 19 March 2023 by Swiss authorities
The Single Resolution Board, the European Banking Authority and ECB Banking Supervision welcome the comprehensive set of actions taken yesterday by the Swiss authorities in order to ensure financial stability.
EBA BS 2023 107 rev. 1 (Final minutes ad hoc BoS conference call on 27 January 2023).pdf
Minutes
Board of Supervisors meeting
EBA publishes Handbook on data submission for supervisory benchmarking
The European Banking Authority (EBA) published today a Handbook on supervisory benchmarking of internal models. The Handbook is an online tool that provides guidance and links to relevant documents and information for the supervisory benchmarking to facilitate their accessibility. In particular, the Handbook includes overviews for all applicable Q&As relevant to credit risk, market risk and IFRS9 benchmarking. More detailed information is also provided for the key credit risk elements of the data submission. The Handbook will be regularly updated.