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Article 166
Exposures to corporates, institutions, central governments and central banks and retail exposuresArticle 164
Loss Given Default (LGD)Article 162
MaturityArticle 161
Loss Given Default (LGD)Article 155
Risk-weighted exposure amounts for equity exposuresArticle 153
Risk-weighted exposure amounts for exposures to corporates, institutions and central governments and central banksArticle 152
Treatment of exposures in the form of units or shares in CIUsArticle 150
Conditions for permanent partial useArticle 132
Exposures in the form of units or shares in CIUsArticle 128
Items associated with particular high riskArticle 126
Exposures fully and completely secured by mortgages on commercial immovable propertyArticle 125
Exposures fully and completely secured by mortgages on residential propertyArticle 124
Exposures secured by mortgages on immovable propertyArticle 123
Retail exposuresArticle 120
Exposures to rated institutionsArticle 47a
Non-performing exposuresGuidelines on legislative and non-legislative moratoria on loan repayments applied in the light of the COVID-19 crisis
EBA releases its annual assessment of the consistency of internal model outcomes
The European Banking Authority (EBA) published today two Reports on the consistency of risk weighted assets (RWAs) across all EU institutions authorised to use internal approaches for the calculation of capital requirements. The reports cover credit risk for high and low default portfolios (LDPs and HDPs), as well as market risk. The results confirm that the majority of risk-weights (RWs) variability can be explained by fundamentals. These benchmarking exercises are a fundamental supervisory and convergence tool to address unwarranted inconsistencies and restoring trust in internal models.
EBA Report - Results from the 2019 Credit Risk Benchmarking Exercise.pdf
EBA Report results from the 2019 Credit Risk Benchmarking Report