EBA draft regulatory technical standards outlining the methodology for competent authorities to assess banks' compliance with the internal model approach (IMA) under CRR2, covering governance, risk-measurement models, and default risk models for market risk calculations under the Fundamental Review of the Trading Book (FRTB).
The European Banking Authority (EBA) today published its final draft Regulatory Technical Standards (RTS) on the assessment methodology under which competent authorities verify institutions’ compliance with the requirements applicable to their internal models under the Fundamental Review of the Trading Book (FRTB) rules. These RTS are part of the phase 4 deliverables of the EBA roadmap on market risk and counterparty credit risk approaches. Today’s final draft RTS represent a significant milestone in the implementation of the FRTB internal models in the EU.
European Banking Authority guidance on template requirements for the one-off Fit-for-55 climate risk scenario analysis, covering credit, market, and real estate risk data submissions under EU supervisory reporting standards.
EBA sample of European banks under the Fit-for-55 framework, listing institutions by LEI code, country, and region to assess climate-related financial risks and regulatory alignment with EU decarbonization goals.
The European Banking Authority (EBA) today published the final templates that will be used to collect climate-related data from EU banks in the context of the one-off Fit-for-55 climate risk scenario analysis. The templates are accompanied by a template guidance, which includes definitions and rules for compiling the templates. Furthermore, the EBA is also disclosing the list of banks participating in the exercise.
EBA report on the amended mapping of Banque de France’s credit assessments under the CRR Standardised Approach, aligning its ANACOT rating scale with regulatory credit quality steps as per Implementing Regulation (EU) 2016/1799 for prudential risk assessment.
European Supervisory Authorities (ESAs) present an amended mapping of BCRA’s credit assessments under the Capital Requirements Regulation (CRR) Standardised Approach, updating the 2021 version to reflect changes in rating scales and relaxed quantitative factors for market competition.
European Supervisory Authorities (ESAs) amended mapping report for ARC Ratings S.A. credit assessments under the Capital Requirements Regulation (CRR) Standardised Approach, aligning rating categories with regulatory credit quality steps based on updated quantitative and qualitative data.
EBA report on the amended mapping of Nordic Credit Rating AS (NCR) credit assessments under the Capital Requirements Regulation (CRR) Standardised Approach, aligning NCR’s long- and short-term rating scales with regulatory credit quality steps for prudential risk weighting.
EBA and ESAs present the amended mapping of Scope Rating’s credit assessments under the CRR Standardised Approach, aligning its long- and short-term rating scales with regulatory credit quality steps for prudential risk weighting, based on updated quantitative data and methodology from Implementing Regulation (EU) 2016/1799.
EBA and ESAs report on the amended mapping of Kroll Bond Rating Agency Europe’s credit assessments under the Capital Requirements Regulation (CRR), aligning its rating scales with EU credit quality steps for prudential risk weighting under the Standardised Approach.
EBA and ESAs update the mapping of ICAP CRIF’s credit assessments under the CRR Standardised Approach, aligning its rating scales with regulatory credit quality steps for prudential risk weighting, based on revised quantitative data and EU Implementing Regulation (EU) 2016/1799.
EBA and Joint Committee present an amended mapping of Fitch Ratings’ credit assessments under the CRR Standardised Approach, aligning Fitch’s long-term issuer default ratings with EU regulatory credit quality steps as per Commission Implementing Regulation (EU) 2016/1799.
EBA and ESAs present an amended mapping of GBB-Rating’s credit assessments under the CRR Standardised Approach, updating the 2021 version to align rating categories with regulatory credit quality steps for prudential purposes, based on additional quantitative data and unchanged qualitative factors.
EBA and European Supervisory Authorities update the mapping of Creditreform Ratings AG’s credit assessments under the Capital Requirements Regulation (CRR) Standardised Approach, aligning rating categories with regulatory credit quality steps for prudential purposes based on revised quantitative data.
EBA report on the amended mapping of EthiFinance Ratings’ credit assessments under the Capital Requirements Regulation (CRR) Standardised Approach, updating the 2021 version to reflect qualitative and quantitative changes following its acquisition by Qivalio SAS.
EBA Executive Director François-Louis Michaud’s speech at Banca d’Italia and Roma Tre University reflects on the 10-year impact of the Single Supervisory Mechanism (SSM), its evolution from the Single Rulebook, and the role of EU banking regulation reforms, including the EBA and CEBS, in shaping supervisory convergence and crisis resilience.
EBA questionnaire gathering input from credit institutions on costs and benefits of green loans and mortgages for households and SMEs, supporting the EU’s sustainable finance strategy and informing policy advice on potential EU green loan labeling.
European Banking Authority 2023 report assessing IFRS 9 implementation progress, challenges, and supervisory findings across EU financial institutions, focusing on credit risk measurement and provisioning practices.