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The EBA is collecting bank data on interest rate risk in the banking book ... the EBA with timely and necessary data and tools to monitor risks arising from interest rate changes and the ... The EBA will collect on an ad-hoc basis interest rate risk in the banking book (IRRBB) data from the institutions ... 32 and Article 35 thereof and amending Decision EBA/DC/2020/335 of 5 June 2020 on the European Centralised ... Publication date: 07/08/2023 (Last update: 07/08/2023) |
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EBA updates its risk dashboard for EU banking sector ... (EBA) published today the periodical update to its risk dashboard summarising the main risks and vulnerabilities in the banking sector in the ... still at very high levels, prompting the need for thorough assessments of credit quality, accompanied by consistent ... Publication date: 11/12/2014 (Last update: 17/10/2019) |
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... for advice by sending an e-mail to info@c-ebs.org . CEBS's questionnaire on cross-border mergers has been published ... Publication date: 20/05/2013 (Last update: 01/11/2019) |
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Guidelines on the treatment of CVA risk under SREP ... aim to provide a common European approach to assessing CVA risk under SREP. Additionally, these Guidelines will provide a common European approach to the assessment of capital adequacy of own funds and the ... of potential additional own funds requirements for CVA risk. Documents Annex 1-Instructions for QIS on CVA SREP GLs ... Publication date: 12/11/2015 (Last update: 06/01/2020) |
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... EBA published today the findings from its assessment of competent authorities’ approaches to the ... of money laundering and terrorist financing (ML/TF) risks. The EBA published today the findings from its ... basis. The first round of reviews took place from 2019 to 2020 and the second one from 2020 to 2021. Seven competent ... Publication date: 22/03/2022 (Last update: 22/03/2022) |
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... efforts are needed, in particular to ensure that the group risk/liquidity risk assessment reports form a real joint assessment of the ... Publication date: 30/04/2019 (Last update: 17/10/2019) |
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... types of factors and conditions to be considered for the assessment of the appropriateness of risk weights and of minimum loss given default (LGD) values. ... be considered for the assessment of the appropriateness of risk weights and of minimum loss given default (LGD) values. ... Publication date: 05/11/2021 (Last update: 05/11/2021) |
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... specifying the types of factors to be considered for the assessment of appropriateness of risk weights and the conditions to be taken into account for ... to be considered for the assessment of appropriateness of risk weights and the conditions to be taken into account for ... Publication date: 29/04/2021 (Last update: 29/04/2021) |
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... Technical Standards (ITS) on the mapping of External Credit Assessment Institutions’ (ECAIs) credit assessments for ... steps that shall determine the allocation of appropriate risk weights to credit ratings issued by ECAIs on ... (Capital Requirements Regulation—CRR) establishes that risk weights under the Standardised Approach and Internal ... Publication date: 15/02/2016 (Last update: 17/10/2019) |
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The EBA's Board of Supervisors makes its first aggregate assessment of banks' capital plans The EBA’s Board of Supervisors makes its first aggregate assessment of banks’ capital plans The EBA's Board of ... conversion of hybrids to common equity. Measures impacting risk-weighted assets (RWAs) account for the remaining 23% of ... powers. The EBA will liaise with the European Systemic Risk Board (ESRB) to ensure that due consideration is given ... Publication date: 23/05/2013 (Last update: 01/11/2019) |
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Guidelines on the recognition of External Credit Assessment Institutions ... and Disclosure’ with respect to their individual credit assessments. CEBS reviewed its Guidelines on the recognition ... and Disclosure’ with respect to their individual credit assessments. Documents Feedback document CP37 ... Guidelines Guidelines on the recognition of External Credit Assessment Institutions ... Publication date: 11/05/2013 (Last update: 23/03/2021) |
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EBA updates methodological guidance on risk indicators and analysis tools ... today an updated methodological guide on how to compile risk indicators and detailed risk analysis tools. This guidance, which describes how risk ... figures in a consistent fashion when conducting their risk assessments. The European Banking Authority (EBA) published ... Publication date: 20/03/2019 (Last update: 17/10/2019) |
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CEBS publishes an assessment of convergence on supervisory reporting ... of the reporting practices of its members. The assessment study shows that the Guidelines on Common ... hearing planned by CEBS on 26 October. CEBS publishes an assessment of convergence on supervisory reporting ... Publication date: 21/05/2013 (Last update: 01/11/2019) |
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EBA publishes Report on the integration of ESG risks in the supervision of investment firms ... (EBA) today published a Report on how to incorporate ESG risks in the supervision of investment firms. The Report also provides an initial assessment of how ESG factors and ESG risks could be included in the supervisory assessment of ... Publication date: 24/10/2022 (Last update: 24/10/2022) |
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Regulatory Technical Standards on the assessment of recovery plans ... is to ensure a common approach across the EU regarding the assessment of recovery plans and so to facilitate joint assessments of group recovery plans by different supervisory authorities. Documents Draft RTS on assessment of recovery plans Links Regulatory Technical ... Publication date: 28/08/2018 (Last update: 15/11/2019) |
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EBA issues Opinion on measures to address macroprudential risk ... for changes in the intensity of macroprudential/systemic risk that could pose a threat to financial stability in ... for changes in the intensity of macroprudential/systemic risk that could pose a threat to financial stability in ... a backstop to safeguard these institutions from excessive risk-taking and prevent the build-up of future ... Publication date: 14/03/2018 (Last update: 15/11/2019) |
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Guidelines on Impact Assessment for EU Lamfalussy Level 3 Committees ... as a practical tool to ensure the effective use of impact assessment within the three Lamfalussy Level 3 Committees ... presents practical steps to deliver effective impact assessments and are consistent with the European ... and, specifically, with the EC's own Guidelines on impact assessment. Documents Feedback Statement Guidelines ... Publication date: 11/05/2013 (Last update: 01/11/2019) |
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Guidelines on the recognition of External Credit Assessment Institutions ... set a common approach to the recognition of External Credit Assessment Institutions (ECAIs) under the Capital ... and cross-border ECAIs. These procedures include a “joint assessment process” which streamlines the recognition of ... Guidelines Guidelines on the recognition of External Credit Assessment Institutions ... Publication date: 11/05/2013 (Last update: 22/06/2020) |
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CEBS has published today two reports setting out the outcome of its assessment of banks' disclosures ... by the financial crisis and ii) under Pillar 3. i ) Assessment of 2008 annual report disclosures For the 2008 ... with information allowing for better assessment of bank's risk profile and capital adequacy. Banks have notably ... quantitative and qualitative information regarding credit risk and securitisation activities; however there are ... Publication date: 21/05/2013 (Last update: 01/11/2019) |
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EBA updates its risk dashboard for EU banking sector ... Authority (EBA) published today an update to its periodic risk dashboard summarising the main risks and vulnerabilities in the EU banking sector on the ... the rise. The risk dashboard is part of the regular risk assessment conducted by the EBA and complements the ... Publication date: 19/03/2015 (Last update: 17/10/2019) |