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Article 383f
Reference credit spread risk factorsArticle 383e
Counterparty credit spread risk factorsArticle 383d
Foreign exchange risk factorsArticle 383c
Interest rate risk factorsArticle 383b
Own funds requirements for delta and vega risksArticle 383a
Regulatory CVA modelArticle 382a
Approaches for calculating the own funds requirements for CVA riskArticle 315
Adjustments to the business indicatorArticle 311a
DefinitionsArticle 236a
Calculating risk-weighted exposure amounts and expected loss amounts under the substitution approach where the guaranteed exposure is treated under the IRB Approach using own estimates of LGD and a comparable direct exposure to the protection provider is treated under the IRB ApproachArticle 235a
Calculating risk-weighted exposure amounts and expected loss amounts under the substitution approach where the guaranteed exposure is treated under the IRB Approach and a comparable direct exposure to the protection provider is treated under the Standardised ApproachEBA Validation Rules 2025-03-10
EBA validation rules scope 2025-03-10
EBA Validation Rules 2025-03-10 deactivation
taxo package_release 4.0 2015 03 10
DPM2.0 release 4.0 2025-03-10
DPM1.0 release 4.0 2025 03 10
Full taxonomy technical documentation
EBA MB 2025 021 rev. 1 (Final Minutes MB meeting on 28 January 2025)
European Banking Authority (EBA) Management Board meeting minutes from January 2025 covering operational performance, IT priorities (DORA, MICA, cloud transformation), HR and financial updates, supervisory convergence, and stakeholder engagement, including progress on cybersecurity, AI, and sustainability initiatives.