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Consultation on draft Joint ESMA and EBA Guidelines on the assessment of the suitability of members of the management body and key function holders
The EBA and ESMA launch a consultation on the revised suitability assessment framework for banks and investment firms
The European Banking Authority (EBA) and the European Securities and Markets Authority (ESMA) today launched a consultation on the revised joint Guidelines on the assessment of the suitability of members of the management body and key function holders. In parallel, the EBA is consulting on draft Regulatory Technical Standards (RTS) specifying the documentation and information that large institutions must submit to competent authorities. Together, these elements form the Suitability Package, which aims to harmonise suitability assessments and promote supervisory convergence across the EU.
Follow up Peer Review Report on ICT Risk Assessment under SREP
European Banking Authority follow-up report assessing progress on ICT risk evaluation under the Supervisory Review and Evaluation Process (SREP), including recommendations for competent authorities, benchmarking, and alignment with DORA and CRD/CRR frameworks.
The EBA publishes follow-up Report on ICT risk assessment under the Supervisory Review and Evaluation Process
The European Banking Authority (EBA) today published the follow-up to its 2022 peer review report on ICT risk assessment under the supervisory review and evaluation process (SREP). The follow-up Report shows that competent authorities have made notable progress in strengthening ICT risk assessment, driven largely by the implementation of the Digital Operational Resilience Act. At the same time, further work and continued investment remain necessary to ensure consistent and effective ICT risk supervision across the European Union (EU).
Report on IRRBB heatmap implementation (2nd phase – medium/long term action plan)
European Banking Authority report on the second phase of IRRBB heatmap implementation, outlining medium to long-term actions, observations, and recommendations on interest rate risk, commercial margin modelling, credit spread risk, and hedging strategies under the IRRBB framework.
The EBA outlines the medium to long term objectives of its interest rate risk in the banking book Heatmap
The European Banking Authority (EBA) today published a Report on the medium- to long term objectives of its interest rate risk in the banking book (IRRBB) Heatmap, including key observations and recommendations for institutions and supervisors.
Public hearing on revised Guidelines for common procedures and methodologies for the supervisory review and evaluation process (SREP) and supervisory stress testing
Consultation paper on revised Guidelines on SREP and supervisory stress testing
European Banking Authority consults on revised Guidelines for the Supervisory Review and Evaluation Process (SREP) and supervisory stress testing under CRD IV, covering risk assessments, capital and liquidity requirements, governance, and proportionality for EU banks.
The EBA consults on revised Guidelines on supervisory review and evaluation process and supervisory stress testing
The European Banking Authority (EBA) today launched a public consultation on its revised Guidelines on common procedures and methodologies for the supervisory review and evaluation process (SREP) and supervisory stress testing. The revision forms are part of the EBA’s ongoing efforts to simplify and enhance the efficiency of the EU supervisory framework, while supporting a risk-focused and effective supervision.
Consultation on revised Guidelines for common procedures and methodologies for the supervisory review and evaluation process (SREP) and supervisory stress testing
Report on IRRBB heatmap implementation
European Banking Authority report on the first phase of implementing the IRRBB heatmap, covering observations and recommendations on non-maturity deposits, net interest income metrics, commercial margin modelling, and hedging strategies under the Capital Requirements Directive.
EBA reflects on the short/medium term objectives of its interest rate risk in the banking book Heatmap
The European Banking Authority (EBA) today published a Report on the short to medium term objectives of its interest rate risk in the banking book (IRRBB) Heatmap, including observations and recommendations to institutions and supervisors.
Opinion on interaction between Pillar 2 requirements and the output floor
EBA opinion clarifying how competent authorities should apply the interaction between Pillar 2 requirements and the output floor under CRD IV, including temporary caps and double-counting reviews in the SREP framework, effective from 2025.
EBA publishes an Opinion on the interaction between the output floor and Pillar 2 requirements
The European Banking Authority (EBA) today published an Opinion on the interaction between the output floor and Pillar 2 Requirements (P2R) in the context of the mandate set forth in the Capital Requirements Directive (CRD). The Opinion considers that the nominal amount of P2R is not to increase as a result of an institution becoming bound by the output floor and highlights the possibility of double counting in setting the P2R of risks already covered by the effects of a binding output floor.
EBA publishes its Peer Review on the application of proportionality under the Supervisory Review and Evaluation Process
The European Banking Authority (EBA) today published its Peer Review on the application of proportionality under the Supervisory Review and Evaluation Process (SREP). The Peer Review found that proportionality in the SREP, and in the liquidity assessment under the SREP, is largely implemented by the competent authorities under review, though with some adaptations to the local context and the risk profile of the institutions under their supervisory remit. However, the EBA set out a series of follow-up measures to address the deficiencies identified. In particular, the EBA encourages all competent authorities to ensure that they make use of the proportionality mechanisms embedded in the SREP Guidelines. The EBA will also consider the outcome of this Peer Review in the context of the upcoming review of the SREP Guidelines.
Peer review report on the application of proportionality in SREP
EBA peer review report (January 2025) assessing how EU competent authorities apply proportionality in the Supervisory Review and Evaluation Process (SREP), including findings on liquidity risk assessment, best practices, and recommendations for consistent implementation under SREP Guidelines.
The EBA publishes its heatmap following scrutiny of the interest rate risk in the banking book
The European Banking Authority (EBA) published today its heatmap following scrutiny of the interest rate risk in the banking book (IRRBB) standards implementation in the EU. The heatmap discloses policy aspects that will be subject to further scrutiny, and corresponding actions in the short to medium and long term.
Heatmap following the EBA scrutiny on the IRRBB Standards implementation in the EU
EBA report assessing the implementation of IRRBB (Interest Rate Risk in the Banking Book) standards in the EU, presenting a heatmap of scrutiny areas, supervisory tools, and timelines for short- and long-term regulatory actions under the Basel framework.
EBA updates on the definition of a large decline of net interest income in relation to the interest rate risk in the banking book
The European Banking Authority (EBA) published today an Opinion in response to the EU Commission’s amendments relating to the draft Regulatory Technical Standards (RTS) on the supervisory outlier tests (SOT) specifying technical aspects of the revised framework on interest rate risks for banking book (IRRBB) positions. The EBA confirms its close scrutiny on the implementation of the IRRBB regulatory products and more generally on the impact of the evolving interest rates on the management of IRRBB by EU institutions and on other related prudential aspects.