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Report amending the Guidelines on the application of the definition of default
Opinion on the Commission’s amendments to the final draft RTS on equivalent legal mechanism
Opinion on the Commission’s amendments to the final draft RTS on equivalent legal mechanism
Final Report on Guidelines on retail diversification
EBA final guidelines on proportionate retail diversification methods under CRR Article 123(1), defining criteria for retail exposures to qualify for preferential risk weights by ensuring sufficient portfolio granularity and harmonizing EU standards.
Discussion paper on simplification and assessment of the credit risk framework
EBA discussion paper seeking stakeholder feedback on simplifying the credit risk framework under CRR, including proposals for the Standardised and IRB approaches, harmonisation of rules, and real estate exposure adjustments.
Amending RTS on the assessment of appropriateness of risk weights and minimum LGD values
EBA final report on draft Regulatory Technical Standards amending Delegated Regulation (EU) 2023/206 under CRR3, focusing on risk weight and minimum LGD value assessments for immovable property exposures, aligning legal references with updated credit risk rules.
Draft Regulatory Technical Standards on the allocation of off-balance sheet items and the specification of factors that might constrain institutions’ ability to cancel unconditionally cancellable commitments
EBA final report on draft Regulatory Technical Standards under CRR (EU) No 575/2013, specifying criteria for allocating off-balance sheet items to credit risk buckets, factors constraining cancellation of unconditionally cancellable commitments, and notification processes via COREP to enhance risk management and regulatory consistency.
Draft Regulatory Technical Standards on equivalent mechanism for unfinished property
EBA draft regulatory technical standards defining criteria for equivalent legal mechanisms ensuring completion of unfinished residential property under CRR Article 124(14), establishing minimum creditworthiness requirements and harmonized prudential treatment across the EU.
Guidelines on ADC exposures to residential property under CRR 3
EBA final guidelines under CRR 3 specify risk-mitigating conditions for applying a 100% risk weight to ADC exposures in residential property, covering cash deposits, financing equivalence, obligor equity, and contract thresholds to reduce capital requirements.
Final Report on Guidelines on high risk
EBA final report establishing guidelines on identifying high-risk exposures under Article 128(3) of the Capital Requirements Regulation (CRR), specifying types such as venture capital, private equity, and other high-risk assets for a 150% risk weight application.
Consultation paper on amending RTS on the assessment of appropriateness of risk weights and minimum LGD values
EBA consults on draft Regulatory Technical Standards amending risk weight and minimum LGD value assessments for immovable property exposures under CRR Article 124(11), focusing on factors and conditions for appropriateness evaluations.
EBA Report results from the 2024 Credit Risk Benchmarking Exercise
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.
Consultation Paper on Guidelines on proportionate retail diversification methods
EBA consults on draft guidelines for proportionate retail diversification methods under CRR (Regulation (EU) No 575/2013), outlining risk management and capital requirements for banks until 12 February 2025.
Report on credit insurance
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.
Green-supporting factors, brown-penalising factors and the prudential framework
EBA staff paper analysing the theoretical trade-offs of green-supporting and brown-penalising factors in prudential regulation, assessing risks of misaligned lending incentives, double counting of risks, and potential distortions to financial stability under the current risk-based framework.
Peer Review report on the EBA Guidelines on the application of the definition of default
EBA peer review assessing implementation of the Guidelines on the application of the definition of default (EBA/GL/2016/07) across EU competent authorities, evaluating transposition, compliance, and supervisory practices under CRR framework.
Statement on the application of CRR 3 in the area of credit risk for the Internal Ratings Based Approach
EBA statement clarifying the application of CRR 3 for credit risk under the Internal Ratings Based (IRB) Approach, outlining implementation requirements, model landscape communication, and supervisory expectations for banks and authorities from January 2025.
EBA List of RGLA treated as exposures to CG - Article 115(2) CRR
Consultation Paper on draft Guidelines on ADC exposures to residential property under CRR
EBA consults on draft guidelines for banks' ADC exposures to residential property under CRR (Article 126a), addressing risk management, capital requirements, and regulatory treatment by 19.08.2024.
Consultation paper on draft RTS on equivalent mechanism for unfinished property
EBA consults on draft Regulatory Technical Standards defining an equivalent legal mechanism for unfinished property under EU Regulation 575/2013, ensuring construction completion within a reasonable timeframe by 13.08.2024.