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EBA 2024 report analysing variability in own funds requirements under the IRB approach, assessing credit risk parameters, PD and LGD comparability, and implementation of the IRB Roadmap across EU banks.

EBA report under Article 506 of CRR3 analysing credit insurance as credit risk mitigation, covering eligibility of insurers, risk weight floors, LGD calibration under F-IRB, and regulatory treatment of unfunded credit protection in the Basel III framework.

EBA 2023 report analysing variability in own funds requirements under the IRB approach, assessing credit risk parameters (PD, LGD), IRB roadmap implementation, and benchmarking results across European banks.

Report results from the 2022 credit risk benchmarking exercise

Credit risk benchmarking - chart pack

Closure Report of COVID-19 measures

Report on the application of the Infrastructure Supporting Factor

Report on the peer review on supervision of NPE management

Report on the 2021 Credit Risk Benchmarking Exercise

Annex - chart pack to EBA Report on the 2021 Credit Risk Benchmarking Exercise

EBA Report results from the 2020 Credit Risk Benchmarking Report

Annex - Chart Pack from the 2020 Credit Risk Benchmarking Exercise

Report on the implementation of selected COVID-19 policies

EBA report on the implementation of selected COVID-19 policies

List of public guarantee schemes in response to COVID-19 pandemic

Report on the implementation of selected COVID-19 policies

Notifications on general payment moratoria

EBA Report results from the 2019 Credit Risk Benchmarking Report

Annex - Chart Pack from the 2019 Credit Risk Benchmarking Exercise