The European Banking Authority (EBA) published today its annual quantitative Report on minimum requirement for own funds and eligible liabilities (MREL) with data as of December 2021. The Report is complemented by an analysis looking into the impact of the MREL framework on a number of relevant dimensions. As of 31 December 2021, the EBA estimated that 70 banks reported an MREL...

The European Banking Authority (EBA) today published its quarterly Risk Dashboard together with the results of the autumn edition of the Risk Assessment Questionnaire (RAQ).

• Overall, banks maintain robust capital and liquidity ratios.
• The average Common Equity Tier 1 (CET1) ratio declined slightly to 14.8% from 15% in the previous quarter...

The European Banking Authority (EBA) published today its roadmap outlining the objectives and timeline for delivering mandates and tasks in the area of sustainable finance and environmental, social and governance (ESG) risks. The roadmap explains the EBA’s sequenced and comprehensive approach over the next three years to integrate ESG risks considerations in the banking framework and...

• While bank profitability has improved, it remains uncertain how it will evolve amid lower GDP growth and rising interest rates.
• Bank capital and liquidity ratios remain high but have declined slightly year on year. The average common equity tier 1 (CET1) ratio has reached 15.0% while the liquidity coverage ratio (LCR) 165.1%.
• Despite low non-...

The European Banking Authority (EBA) published today the final methodology, draft templates and template guidance for the 2023 EU-wide stress test along with the milestone dates for the exercise. The methodology and templates cover all relevant risk areas and have considered the feedback received from industry. The stress...

The European Banking Authority (EBA) published today a final set of Guidelines and two final draft Regulatory Technical Standards (RTS) specifying technical aspects of the revised framework capturing interest rate risks for banking book (IRRBB) positions. These regulatory products complete the onboarding into EU law of the Basel standards on IRRBB and are of crucial importance given...

The European Banking Authority (EBA) today published its quarterly Risk Dashboard covering the main risks and vulnerabilities in the EU banking sector.

• The average CET1 fully loaded ratio remained unchanged at 15%.
• Overall, banks reported robust liquidity ratios with the average liquidity coverage ratio (LCR) reaching 164.9% and the net...