#EBA
/ Featured Publications
Peer Review Report on the EBA Guidelines on the Application of the Definition of Default
EBA Report on the Role of Environmental and Social Risks in the Prudential Framework
EBA Consultation Paper Draft Guidelines on the Management of ESG Risks
The EBA Consults on the New Framework for the Business Indicator for Operational Risk as Part of the Implementation of the EU Banking Package
EBA Supervisory Handbook on the Validation of Rating Systems under the Internal Ratings-Based Approach
BCBS Consultative Document: Recalibration of Shocks for Interest Rate Risk in the Banking Book
EBA Report on the Role of Environmental and Social Risk in the Prudential Framework (EBA/REP/2023/34)
EBA Supervisory Handbook on the Validation of Rating Systems Under the Internal Ratings-Based Approach - Part 2
EBA Supervisory Handbook on the Validation of Rating Systems Under the Internal Ratings-Based Approach - Part 1
2023 EBA Stress Test Results
EBA Follow-Up Report on the Use of Machine Learning for Internal Ratings-Based Models
EBA - One-off Fit-for-55 Climate Risk Scenario Analysis
EBA Progress Report on Greenwashing Monitoring and Supervision
EBA - ML/FT Risk Management by Payments Institutions
Crypto-asset Service Providers Introduction on ML/TF Risk Factors Guidelines
EBA Report on the 2022 Benchmarking Exercise on Credit Risk
EBA Report on the 2022 Benchmarking Exercise on Market Risk
Stress Test EBA 2023
2023 EBA Consultation Paper on the Amending ITS on Supervisory Reporting to Introduce New IRRBB Reporting
The EBA Roadmap on Sustainable Finance
2022 EBA Final Draft on RTS for Supervisory Outliers Tests (SOTs) for IRRBB
2022 EBA Final Draft on RTS on Standardized Approach and Simplified Standardized Approach for IRRBB
2022 EBA Guidelines on IRRBB and CSRBB
EBA 2023 EU-wide Stress Test Market Risk
AML/CFT Colleges in European Union: Evidences from EBA
Lessons Learnt on 2022 Climate Stress Test
EBA - Discussion Paper “The Role of Environmental Risks in the Prudential Framework"
EBA Report on the 2021 Credit Risk Benchmarking Exercise
EBA Report on the 2021 Market Risk Benchmarking Exercise
Machine Learning for IRB Models EBA/DP/2021/04
EBA Analysis of RegTech in the EU Financial Sector: Deep Dives into RegTech Segments
EBA Analysis of RegTech in the EU Financial Sector
EBA 2021 EU‐Wide Stress Test
EBA Report on Management and Supervision of ESG Risks for Credit Institutions and Investment Firms
ESG: EBA - Mapping Climate Risk: Main Findings from the EU-wide Pilot Exercise
Targeted Review of Internal Models: Focus on Credit Risk
Targeted Review of Internal Models: Focus on Market Risk and Counterparty Credit Risk
EBA RTS on the Determination of Indirect Exposures to Underlying Clients of Derivative and Credit Derivative Contracts
Interest Rate Risk in the Banking Book
EBA Guidelines on Loan Origination and Monitoring
Covid-19 Measures to Mitigate Credit Risk EBA and BIS Initiatives
Guidelines on CRM for Banks Applying the A-IRB
2020 EU-wide EBA Stress Test:A Methodological Analysis on the Credit Risk Perspective
EBA Draft Guidlines on Loan Originitation and Monitoring
EBA 2020 EU-wide Stress Test Market Risk
Are EBA Stress-Test Exercises Driving Banks into Different Business Models?