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RAQ statistical annex (Spring 2024)
Risk parameters annex - Q1 2024
Presentation - public hearing on discussion paper on CfA on the investment firms prudential framework
EBA public hearing on the discussion paper for the investment firms prudential framework, covering the call for advice, regulatory proposals, and data collection under the new prudential rules – June 2024.
Risk Dashboard - Q1 2024
EBA Risk Dashboard Q1 2024 – quarterly report analysing EU banking sector risks, covering solvency, credit risk, profitability, funding, and liquidity trends with key indicators and heatmap trends.
Risk parameters annex - Q1 2024
EBA Q1 2024 risk dashboard annex presenting credit risk parameters – default rates, loss rates, and probability of default (PD) statistics for IRB banks across EU and non-EU countries, segmented by corporates, SMEs, and retail exposures.
RAQ booklet Spring 2024
EBA Spring 2024 Risk Assessment Questionnaire (RAQ) summarises responses from 85 EU banks on business strategy, liquidity, asset quality, operational risks, FinTech, and ESG finance, published alongside Q1 2024 Risk Dashboard.
Draft RTS on the materiality of extensions and changes to the use of FRTB IMA and changes to the subset of MRF
EBA final draft Regulatory Technical Standards (RTS) under CRR specify conditions for assessing materiality of changes to FRTB Internal Models Approach (IMA) and modellable risk factors, defining approval or notification requirements for banks and competent authorities.
Keynote speech
EBA keynote speech at FELABAN 2024 outlining the final phase of Basel III implementation in the EU, focusing on prudential regulation, capital standards, operational risk, reporting frameworks, and the phased roadmap for technical standards and guidelines to enhance banking sector resilience and stability.
Profitability of EU banks remains resilient although the sector is confronted with materialising credit risks
The European Banking Authority (EBA) today published its Q1 2024 quarterly Risk Dashboard (RDB), which discloses aggregated statistical information for the largest EU/EEA institutions together with the Risk Assessment Questionnaire (RAQ) a bi-annual qualitative survey with banks’ expectations for future trends and developments. EU/EEA’s banks continue to benefit from wide interest margins improving further their profitability and capital position. However, credit risks have started materialising with an increase in non-performing loans during the first quarter. The majority of banks surveyed expect further asset quality deterioration in CRE, SMEs loans and consumer credit in the next 6-12 months.
Public hearing on draft Guidelines on ADC exposures to residential property under CRR 3
ANNEX I Reporting for issuers of asset-referenced token templates
ANNEX III Reporting for crypto-asset service providers templates
Final Report on draft ITS on reporting on asset-referenced tokens under MiCAR
European Banking Authority final report on draft Implementing Technical Standards for reporting requirements on asset-referenced tokens and e-money tokens denominated in non-EU currencies under MiCAR, outlining regulatory reporting frameworks for crypto-asset supervision.
ANNEX II Reporting for issuers of asset-referenced token - instructions
EBA guidelines detailing reporting requirements for issuers of asset-referenced tokens and e-money tokens under Regulation (EU) 2023/1114, covering holder numbers, token value, reserve composition, and daily transactions for regulatory compliance.
ANNEX IV Reporting for crypto-asset service providers - instructions
EBA guidelines detailing reporting requirements for crypto-asset service providers under Regulation (EU) 2023/1114, covering holder data, transaction details, and token information to ensure compliance with MiCA framework disclosure obligations.
ANNEX V - DPM and validation rules
European Banking Authority annex outlining the Single Data Point Model (DPM) and validation rules for uniform IT reporting systems – covering data structure, business concepts, technical specifications, and quality checks under supervisory reporting requirements.
Final Report on RTS on use of ARTs and EMTs as a means of exchange under MiCAR
European Banking Authority final report on Regulatory Technical Standards (RTS) under MiCAR, defining methodology to estimate transaction volume and value for asset-referenced tokens (ARTs) and e-money tokens (EMTs) denominated in non-EU currencies used as means of exchange.