Search
EBA publishes report on progress made on its roadmap to repair IRB models
The European Banking Authority (EBA) published today a progress report on the roadmap set out in 2016 to repair internal models used to calculate own funds requirements for credit risk under the Internal Ratings Based (IRB) approach. The roadmap aims to address the concerns about undue variability of own funds requirements and to restore trust in IRB models by ensuring comparability of the estimates of risk parameters, while retaining their risk sensitivity. This report marks the finalisation of the IRB regulatory review and provides clarity on the next steps.
ESAs publish recommendations on the supervision of retail financial services provided across borders
The Joint Committee of the European Supervisory Authorities (EBA, EIOPA and ESMA - ESAs) published today a Report on the cross-border supervision of retail financial services. In this report, the ESAs identified the main issues that national competent authorities (NCAs) face when supervising financial institutions that provide cross-border retail financial services within the EU and make recommendations to both NCAs and EU institutions on how to address them. In particular, the Report calls for more clarity on when activities carried out through digital means fall under passporting rules, and for considering the identified high-level principles on cooperation as the basis for any new legislation or possible amendment to current legislation.
EBA thematic report on the impact of FinTech on PIs' and EMIs' business models.pdf
EBA thematic report on the impact of FinTech on PIs’ and EMI’s business models
Public hearing on Monitoring of the LCR implementation
EBA assesses impact of FinTech on payment institutions' and e-money institutions' business models
The European Banking Authority (EBA) published today a thematic Report on the impact of FinTech on payment institutions’ (PIs) and electronic money institutions’ (EMIs) business models. This Report points out the EBA’s key observations on PIs’ and EMIs’ strategies and business model changes, in particular focusing on the current trends and drivers, the different approaches to FinTech, including their interaction with BigTech firms, and the level of implementation of innovative technologies. The Report, which is in line with the priorities listed in its FinTech Roadmap, does not foresee or intend to model scenarios for potential future development of institutions. The Report aims to share knowledge and provide support to supervisors and other stakeholders in identifying and understanding the main trends that could impact PIs’ and EMIs’ business models and pose potential challenges to their sustainability.
EBA Report on the application of the guidelines on POG arrangements
EBA Report on the application of the guidelines on POG arrangements
EBA Report on the application of the guidelines on POG arrangements (1).pdf
EBA Report on the application of the guidelines on POG arrangements
EBA publishes report on implementation of the its Guidelines on Product Oversight and Governance (POG) arrangements
The European Banking Authority (EBA) published today its first report on the way industry has implemented the EBA requirements aimed at protecting consumers across the European Union. The report focuses on the Guidelines on Product Oversight and Governance Arrangements (POG), which the EBA issued in 2015 to address large-scale retail conduct failure and mis-selling that was observed in the banking sector at the time. The report identifies a number of good and bad practices and outlines the next steps the EBA will take to fulfil its supervisory convergence mandate.
EBA Interactive Dashboard - Q1 2019_Protected.xlsx
Risk Dashboard interactive tool
KRI - Risk parameters annex - Q1 2019.pdf
Risk Parameters – Q1 2019
KRI - Risk parameters annex - Q1 2019.xlsx
Risk Parameters – Q1 2019
RAQ Booklet Spring 2019.pdf
Risk Assessment questionnaire – Spring 2019
EBA Dashboard - Q1 2019.pdf
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 vulnerabilities in the EU/EEA banking sector. The Risk Dashboard includes for the first time IFRS 9 related data on asset quality and banks’ fair valued positions, as well as information about their sovereign exposures. Together with the Risk Dashboard, the EBA published the results of its Risk Assessment Questionnaire (RAQ), which includes banks’ and market analysts’ expectations for future trends and developments.
Public Hearing on EBA work in response to the Commission’s call for advice on Basel III implementation
EBA Public Hearing - 2 July 2019 - Basel III Call for Advice.pdf
EBA Basel assessment sees impact driven by large banks
The European Banking Authority (EBA) presented today, during a public hearing, the results of its Basel III implementation assessment, which includes a quantitative impact study (QIS) based on data from 189 EU banks, and a comprehensive set of policy recommendations in the area of credit and operational risk, output floor and securities financing transactions. This work, which responds to a Commission’s call for advice, shows that the full implementation of Basel III in the EU, under the most conservative assumptions, increases the weighted average minimum capital requirement (MRC) by 24.4%, leading to an aggregate capital shortfall of EUR 135.1 bn. Importantly, the capital impact is almost entirely driven by large globally active banks. The impact on medium-sized banks is limited to 11.3% in terms of MRC, leading to a shortfall of EUR 0.9 bn, and on small banks to 5.5% MRC with a EUR 0.1 bn shortfall. The EBA will publish the full report by the end of July.