The European Banking Authority (EBA) has published an updated list of 110 institutions from 16 EU and EEA countries that will participate in the 2025 supervisory benchmarking exercise. Conducted under Article 78 of the Capital Requirements Directive 2013/36/EU (CRD), this exercise assists competent authorities in assessing the quality of internal approaches used to calculate risk-weighted exposure amounts. The EBA will leverage existing supervisory reporting procedures and formats for data collection. This annual exercise aims to increase the convergence of supervisory practices across the EU and EEA.

The European Banking Authority (EBA) has published its updated list of other systemically important institutions (O-SIIs) in the EU, based on year-end 2024 data. The list identifies 175 banks at the highest level of consolidation in each country, with assigned capital buffer rates ranging from 0.25% to 3%. The assessment follows criteria laid down in the EBA Guidelines, covering size, importance, complexity and interconnectedness, while allowing national authorities to exercise supervisory judgment for additional inclusions. The updated list includes overall scores and capital buffer rates, now accessible through a new visualisation tool.

The European Banking Authority (EBA) has published a revised list of validation rules in its implementing technical standards (ITS) on supervisory reporting. The update includes the deactivation of certain rules due to incorrectness or for triggering IT problems. National competent authorities (NCAs) are informed that data submitted in accordance with these ITS should not be formally validated against the set of deactivated rules.

The European Banking Authority (EBA) has published final draft regulatory technical standards (RTS) and final draft implementing technical standards (ITS) on the functioning of supervisory colleges under the Capital Requirements Directive (CRD). The technical standards, adopted in 2015, have been updated to reflect the new requirements laid down in CRD V and the Capital Requirements Regulation (CRR 2), as well as to take into account the EBA’s ongoing college monitoring activity and the lessons learned from the implementation of the standards.

The European Banking Authority (EBA) has updated the list of other systemically important institutions (O-SIIs) in the EU, which, together with global systemically important institutions (G-SIIs), are identified as systemically important by the relevant authorities according to harmonised criteria laid down in the EBA guidelines. This list is based on year-end-2023 data and includes the overall score calculated according to the guidelines and the capital buffer rate that the relevant authorities have set for the identified O-SIIs. The list is also available in a user-friendly visualisation tool.

The European Banking Authority (EBA) has updated its list of indicators for risk assessment and risk analysis tools, together with the accompanying methodological guide. The guidance describes how risk indicators are computed in EBA publications and aims to allow competent authorities and users of EBA data to interpret key bank figures in a consistent fashion when conducting their risk assessments and analyses.

The European Banking Authority (EBA) has published updates to its Pillar 3 mapping tool and supervisory reporting signposting tool to align with recent framework changes, and has enhanced its ‘reporting time traveller’ platform to reflect the most recent technical standards and templates.

The European Banking Authority (EBA) has published updates to its Pillar 3 mapping tool and supervisory reporting signposting tool to align with recent framework changes, and has enhanced its ‘reporting time traveller’ platform to reflect the most recent technical standards and templates.

The European Banking Authority (EBA) has updated its methodology for assessing the regulatory and supervisory frameworks of non-EU countries, reflecting changes in the revised Capital Requirements Regulation (CRR) and Capital Requirements Directive (CRD). The assessment involves a two-step questionnaire process: a preliminary screening and a detailed examination comparing EU and non-EU frameworks. The EBA has streamlined the second step for better user experience and moved the questionnaires to an online platform for secure digital responses. Non-EU jurisdictions can request access to this platform for participation.

The European Banking Authority (EBA) has updated its report on the monitoring of Additional Tier 1 (AT1), Tier 2 and total loss absorbing capacity (TLAC) as well as the minimum requirement for own funds and eligible liabilities (MREL) instruments of EU institutions. The update provides new guidance on the prudential valuation of non-CET1 instruments and on other aspects related to the terms and conditions of the issuances.

The European Banking Authority (EBA) has published an updated report on the monitoring of the liquidity coverage ratio (LCR) and the net stable funding ratio (NSFR) in the EU. This update was prompted by the banking turmoil in March 2023, which underscored the need for enhanced supervision of liquidity aspects due to changes in the interest rate environment and trends in deposit behaviour. The report provides clarification on the recognition of LCR inflows from open reverse repurchase agreements without a maturity date within 30 days. It builds on two approaches: one based on trigger events to terminate transactions and the other on historical experience. The report also addresses recent changes in operational deposits and the interest rate environment, supplementing the EBA’s 2019 guidance on operational deposits. Additionally, an addendum to the EBA’s 2023 report on interdependent assets and liabilities in the NSFR clarifies regulatory expectations for indirect client clearing activities involving affiliated institutions.

The European Banking Authority (EBA) has published an updated list of indicators used for risk assessment and risk analysis, along with a methodological guide. This update, based on the EBA reporting framework version 4.0, includes indicators related to profitability, solvency, operational risk, and new risk indicators from the Banking Package (Capital Requirements Regulation and Capital Requirements Directive—CRR3/CRD6). It also covers environmental, social, and governance (ESG) indicators and those used for the minimum requirement for own funds and eligible liabilities (MREL). The update aims to help competent authorities and users of EBA data interpret key bank figures consistently without adding reporting burdens.