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EBA risk assessment shows improvements in EU banks solvency, profitability and liquidity, but asset price corrections remain a key threat

... European Banking Authority (EBA) published today its annual risk assessment of the European banking system. The report is ... Q2 2021 15.8% 15.5% 174.5% 2.3% 8.8% 7.4% 5.7% Q2 2020 15.0% 14.7% 166.2% 2.9% 8.2% 0.4% 5.1%   Banks’ ...

Publication date: 03/12/2021 (Last update: 08/12/2022)

The EBA at a glance: key achievements in 2020 and future priorities

...             The EBA at a glance: key achievements in 2020 and future priorities ...

Publication date: 25/10/2021 (Last update: 26/10/2021)

The EBA calls on the European Commission to harmonise the significant risk transfer assessment in securitisation

... Authority (EBA) publishes today a Report on significant risk transfer (SRT) in securitisation transactions, which ... of practices and processes applicable to the SRT assessment. The EBA proposals aim to enhance the efficiency, ... Authority (EBA) publishes today a Report on significant risk transfer (SRT) in securitisation transactions, which ...

Publication date: 23/11/2020 (Last update: 15/01/2021)

EBA publishes final draft technical standards on assessment methodology for the validation of credit risk models

... draft Regulatory Technical Standards (RTS) specifying the assessment methodology competent authorities shall follow in ... on the independence of validation function from the credit risk control unit, on the calculation of own-LGD estimates ... of the difference between expected loss amounts and credit risk adjustments.   EBA's studies on the comparability of ...

Publication date: 28/07/2016 (Last update: 15/11/2019)

EBA publishes final draft standards on assessment methodologies to use Advanced Measurement Approaches for operational risk

... for calculating their capital requirements for operational risk. These RTS are part of the overall review of internal ... models in the area of credit, market and operational risk models across the EU banking sector. These RTS will be ... across the European Union.   These draft RTS detail the assessment methodology to be used by Competent Authorities ...

Publication date: 05/06/2015 (Last update: 17/10/2019)

Head of Unit - ESG Risks

...   Eligibility grid ERA ESGR TA 9/2021 Head of Unit - ESG Risks ...

Publication date: 06/07/2021 (Last update: 21/11/2022)

EBA publishes Guidelines on a pragmatic and flexible approach to the 2020 supervisory review and evaluation process in light of the COVID-19 pandemic

... review and evaluation process (SREP) for the year 2020.  The new Guidelines identify how flexibility and ... to the SREP framework in the context of this pandemic. The risk-driven approach put forward by these Guidelines builds ... 2020: (i) focus of the pragmatic SREP; (ii) overall SREP assessment and scoring; (iii) supervisory measures; and (i) ...

Publication date: 23/07/2020 (Last update: 02/08/2022)

EBA publishes final revised Guidelines on money laundering and terrorist financing risk factors

... EBA published today its final revised Guidelines on ML/TF risk factors. The revisions take into account changes to the ... efforts when assessing the adequacy of firms’ risk assessments and AML/CFT policies and procedures. In this ... risks associated with dividend arbitrage schemes (EBA/REP/2020/15). Legal Basis, background and next steps Articles 17 ...

Publication date: 01/03/2021 (Last update: 22/03/2021)

Guidelines on ICT and security risk management

... of their information and communication technology (ICT) risks and aim to ensure a consistent and robust approach ... those on security measures for operational and security risks (EBA GL/2017/17), which will then be repealed. Documents Final Guidelines on ICT and security risk management Compliance table  (Updated 9 April 2021) ...

Publication date: 13/12/2018 (Last update: 12/04/2021)

EBA Risk Dashboard indicates limited direct impact on EU banks from the Russian invasion of Ukraine but also points to clear medium-term risks

The European Banking Authority (EBA) published today its Risk Dashboard for the fourth quarter (Q4) of 2021. A ... on the EU/EEA banking sector. Based on the EBA’s initial assessment, direct exposures to Russia, Belarus and Ukraine ... from a financial stability perspective. First-round risks stemming from the Russian invasion of Ukraine are not ...

Publication date: 01/04/2022 (Last update: 01/07/2022)

Call for Advice

... broad spectrum of firms of all sizes, CEBS has published a questionnaire on current industry practices and thinking in relation to the measurement and management of commodity risk. The Advice has been published under the following ... link: Publications/Advice/2007/CEBS consults on an assessment of the risks arising from commodities business ...

Publication date: 20/05/2013 (Last update: 22/05/2019)

Profitability challenges the sector, asset quality still improving but requires constant monitoring

The European Banking Authority (EBA) published today its Risk Dashboard, which summarises the main risks and ... Risk Dashboard, the EBA published the results of its Risk Assessment Questionnaire (RAQ), which includes banks’ and market ...

Publication date: 04/07/2019 (Last update: 29/10/2019)

EBA launches discussion on the methodology for the assessment of liquidity and funding risk under supervisory review

... today a discussion paper on the methodology for the assessment of liquidity and funding risk under supervisory review. The document, which contains ... the common methodology for assessing liquidity and funding risk, aims at helping competent authorities and colleges of ...

Publication date: 19/12/2013 (Last update: 08/07/2019)

CEBS opens second round of consultation on the validation and assessment of credit and operational risk approaches

... public consultation on some aspects of the validation and assessment of the risk management and risk measurement systems used by credit institutions and ...

Publication date: 21/05/2013 (Last update: 01/11/2019)

CEBS consults on an assessment of risks arising from commodities and from firms carrying out commodities business

... of European Banking Supervisors (CEBS) today publishes an assessment of the prudential risks arising from the conduct of commodities business and ... (CEBS) today publishes an assessment of the prudential risks arising from the conduct of commodities business and ...

Publication date: 21/05/2013 (Last update: 01/11/2019)

The EBA launches consultation to incorporate ESG risks into the governance, risk management and supervision of credit institutions and investment firms

... Paper on Environmental, Social and Governance (ESG) risks management and supervision aiming to collect feedback ... a comprehensive proposal on how ESG factors and ESG risks could be included in the regulatory and supervisory ... (including stress test and scenario analysis) for the assessment of the impact of ESG risks on the financial ...

Publication date: 03/11/2020 (Last update: 02/08/2022)

EBA issues Opinion on measures to address macroprudential risk following notification by the Finansinspektionen

... a measure originally introduced in 2018 and extended in 2020. The measure entails a credit institution-specific minimum level of 25% for the average risk weight on Swedish housing loans applicable to credit ... to undertake a comprehensive and thorough assessment also in respect of the underlying causes and ...

Publication date: 28/10/2021 (Last update: 28/10/2021)

EBA launches discussion on proportionality assessment methodology

... preliminary input on how to standardise the proportionality assessment methodology for credit institutions and ... categorisations comprise a different mixture of size and risk profile discriminatory criteria, the discrimination ... model categorisation (classification II) addresses the risk profile of credit institutions based on the stock of ...

Publication date: 22/07/2021 (Last update: 06/01/2022)

The EBA takes steps to address ‘de-risking’ practices

... this month three regulatory instruments to address de-risking practices based on evidence gathered in its call for ... on consumers and competition in the single market. In May 2020, the EBA therefore launched a Call for Input to the ... jurisdiction and address de-risking in their ML/TF risk assessments. The proposed Guidelines also require competent ...

Publication date: 22/03/2021 (Last update: 22/03/2021)

EBA publishes 2020 EU-wide stress test templates after testing them with banks

... Authority (EBA) published today the templates for the 2020 EU-wide stress test, after the feedback received by ... stress test exercise will be formally launched in January 2020. The European Banking Authority (EBA) published today the templates for the 2020 EU-wide stress test, after the feedback received by ...

Publication date: 16/12/2019 (Last update: 02/08/2022)