European Banking Authority 2024 report assessing convergence in EU bank resolution practices, presenting 2025 priorities including bail-in tool operationalisation, MREL monitoring, liquidity strategies, and management information systems for valuation.
EBA final report on draft Regulatory Technical Standards (RTS) amending FRTB rules under CRR3, covering profit and loss attribution, risk factor modellability assessment, and treatment of FX and commodity risk in the banking book to align with updated EU regulatory requirements.
EBA final report on draft Regulatory Technical Standards (RTS) amending FRTB rules under CRR3, covering profit and loss attribution, risk factor modellability assessment, and treatment of FX and commodity risk in the banking book to align with updated EU regulatory requirements.
EBA Board of Appeal decision in NOVIS v EIOPA case on public access to documents under Regulation No 1049/2001, assessing EIOPA’s refusal to disclose supervisory records and professional secrecy obligations within the European System of Financial Supervision.
EBA research paper analysing stablecoin risks, focusing on run prevention through transparency and overcollateralization. Examines regulatory frameworks, reserve asset composition, and welfare impacts of interventions like redemption suspensions under the Markets in Crypto-Assets Regulation (MiCA).
EBA staff paper exploring the theoretical implications of green-supporting and brown-penalising factors in prudential regulation, analysing trade-offs between environmental objectives and credit risk assessment under the EU banking framework.
The European Banking Authority (EBA) today published final amendments to its Regulatory Technical Standards (RTS) on the fundamental review of the trading book (FRTB). The revisions mostly aim to align these RTS with the Capital Requirements Regulation (CRR3) and ensure stability in the applicable regulatory framework. The RTS are part of the roadmap on the Banking Package.
The Joint Board of Appeal (“The Board”) of the European Supervisory Authorities (ESAs) (the EBA, ESMA and EIOPA) unanimously decided that the appeal brought by NOVIS against the European Insurance and Occupational Pensions Authority (EIOPA) is admissible.
The European Banking Authority (EBA) today published its European Resolution Examination Programme (EREP) Report. It sets three priorities for resolution authorities and banks for 2025: operationalisation of their resolution tools, liquidity strategies in resolution, and management information system for valuation. The Report also looks at the progress achieved in 2023 and identifies areas of improvement.
EBA guidance on the one-year postponement of the Fundamental Review of the Trading Book (FRTB) in the EU, clarifying regulatory approaches, market risk calculations, structural foreign exchange positions, disclosures, and reporting requirements under CRR and CRR3 during the transition period.
EBA opinion clarifying the boundary between trading and banking books under CRR, addressing inconsistencies due to FRTB postponement to 2026, and recommending no supervisory action on early-applied provisions until full FRTB implementation.
Following the European Commission’s adoption of a Delegated Act postponing the application of the revised market risk framework in the EU, the so-called Fundamental Review of the Trading Book (FRTB), the European Banking Authority (EBA) today publishes a no-action letter on the boundary between the banking book and the trading book and shares its considerations on technical questions and issues arising from the postponement.
EBA draft Implementing Technical Standards (ITS) amending EU 2016/2070 for the 2025 benchmarking of internal models under CRD, covering credit and market risk assessments, including adjustments for FRTB postponement and revised templates for supervisory evaluation.
The European Banking Authority (EBA) today published its final draft Implementing Technical Standards (ITS), amending the Implementing Regulation on the benchmarking of credit risk, market risk and IFRS9 models for the 2025 exercise. The most significant change is in the area of market risk framework, where the EBA is proposing to expand to all asset classes the alternative standardised approach (ASA) validation portfolios compared to the 2024 exercise. In the area of credit risk, the EBA suggests only minor changes.
EBA technical standards outlining reporting instructions for supervisory benchmark portfolios under Commission Implementing Regulation (EU) 451/2021, covering exposure details, internal model mapping, and low/high default portfolio data for credit risk assessment.
EBA technical standards for 2025 outlining market risk benchmarking instruments and portfolios under Regulation (EU) No 575/2013, including valuation instructions, risk measures (VaR, sVaR, IRC, APR), submission deadlines, and reporting requirements for EU institutions.
EBA technical standards for 2025 outlining supervisory benchmarking templates and reporting instructions on market risk, including valuation, risk sensitivities, value-at-risk (VaR), profit & loss time series, and internal risk models under Regulation (EU) 575/2013.
EBA final report on draft Implementing Technical Standards amending EU 2016/2070 for the 2025 benchmarking exercise of internal models under CRD, covering credit and market risk assessments, including updates to templates, timelines, and the Alternative Internal Model Approach framework postponement.