EBA report analysing capital buffer stacking practices and management strategies in EU banks – examines regulatory compliance, risk coverage, and supervisory trends under CRD/CRR frameworks as of July 2024.
EBA survey gathering confidential data from banks on management buffers, including their definition, drivers, target levels, interaction with prudential and resolution thresholds (e.g., own funds, MREL), and integration into ICAAP and disclosure frameworks.
EBA report updating the monitoring of Additional Tier 1 (AT1), Tier 2, and TLAC/MREL eligible liabilities instruments in EU banks, analysing eligibility criteria, redemption incentives, ESG features, and legacy instrument implementation under CRR and BRRD frameworks.
Report on the monitoring of Additional Tier 1, Tier 2 and TLAC/MREL eligible liabilities instruments of EU institutions
Report on the monitoring of AT1, Tier 2 and TLAC/MREL instruments
Report on the monitoring of TLAC-/MREL-eligible liabilities instruments of EU Institutions
EBA Report on the monitoring of CET1 instruments issued by EU institutions - update
Report on the monitoring of Additional Tier 1 instruments of EU institutions
EBA Report on calibration of OSII buffer rates
Report on the monitoring of TLAC-/MREL-eligible liabilities instruments of EU Institutions
CET1 updated list – Q4 2019
EBA report monitoring Common Equity Tier 1 (CET1) instruments issued by EU banks under CRR, providing guidance on the CET1 list, inclusion criteria, and assessment of permanence, loss absorption, and payment flexibility as of July 2019.
AT1 report Q2 2018 update
CET1 report Q2 2018 update
Report on OFIs
EBA report monitoring Common Equity Tier 1 (CET1) instruments issued by EU banks under CRR rules – presents Q2 2017 findings, updates the CET1 list, and clarifies inclusion criteria, loss absorption, and regulatory compliance for capital instruments.
EBA Final AT1 standard templates
EBA AT1 Report October 2016
EBA draft AT1 templates - 2016