2020 EU-wide stress test - Templates.xlsb
Templates for the 2020 EU-wide stress test
Templates for the 2020 EU-wide stress test
The three European Supervisory Authorities (EBA, EIOPA and ESMA - ESAs) published today Joint guidelines on cooperation and information exchange, establishing colleges of anti-money laundering and countering the financing of terrorism (AML/CFT) supervisors for the first time in the EU to ensure effective cooperation and information exchange between competent authorities. These measures are needed to strengthen the EU’s AML/CFT efforts.
Annex 1 (Credit risk portfolios).xlsx
Annex 2 (Credit risk portfolio definitions).pdf
Annex 4 (Credit risk reporting instructions).pdf
Annex 5 (Market risk INSTRUMENTS AND PORTFOLIOS).pdf
Annex 6 (Market risk RESULTS).pdf
Annex 8 (IFRS 9 reporting templates).xlsx
Annex 9 (Instructions IFRS 9 templates).pdf
CP on amended ITS on benchmarking of internal models
Consultation Paper on amended ITS on benchmarking of internal models
The European Banking Authority (EBA) launched today a consultation to amend the Commission's Implementing Regulation on benchmarking of internal models to adjust the benchmarking portfolios and reporting requirements in view of the benchmarking exercise it will carry out in 2021. On the credit risk side, the amended standards will allow to complement the analysis of credit risk models through the introduction of IFRS 9 templates and the collection of risk weighted exposure value (RWA) calculated under the Standardised Approach (SA) and hypothetical RWA calculated with empirical default rates. On the market risk side, the framework remains stable, with the consultation restricted to clarifications on the setting of reference dates and instruments/portfolios definitions. The consultation runs until 13 February 2020.
NPL Report Statistical Annex
EBA GL 2018 10-CT GLs on disclosure of non-performing and forborne exposures
EBA Validation Rules (Updated 10 December 2019)
FINAL - Annex to Master Summary of compliance notifications
EBA BS 2019 497 (Final Minutes - BoS meeting 15-16 October) for publication