EBA

EBA: results from the CVA risk monitoring exercise

Posted in: News

Mag 08 2018
The European Banking Authority (EBA) published the complete report for the Credit Value Adjustment (CVA) risk monitoring exercise. The exercise asseses the impact on own funds requirements of the reintegration of the transactions currently exempted from the scope of the CVA risk charge. The results, in ...more »

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EBA Risk Dashboard Update for Q4-2017

Posted in: News

Apr 06 2018
The European Banking Authority (EBA) published today the regular update of its Risk Dashboard summarising the main risks and vulnerabilities in the EU banking sector for Q4 2017. The figures included in the Risk Dashboard are based on a sample of 149 banks, covering approximately ...more »

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EBA: assessment of the current CRM framework

Posted in: News

Apr 05 2018
The European Banking Authority (EBA) published a report assessing the current Credit Risk Mitigation (CRM) framework. This is the fourth (and last) phase of the EBA’s supervisory roadmap of the internal rating-based (IRM) approach. The report includes also clarifications both on the definition and the ...more »

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EBA: progress in the work of supervisory colleges

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Mar 18 2018
The European Banking Authority published today its report on the functioning of supervisory colleges in 2017, which summarises the EBA’s assessment of the colleges’ activities against the EBA 2017 Colleges Action Plan and the relevant regulation(s). Supervisory colleges are the main discussion table for coordination ...more »

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EBA publishes a draft set of guidelines to manage NPLs

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Mar 11 2018
The European Banking Authority (EBA) launched a consultation on a draft set of guidelines to properly manage non-performing exposures (NPEs), with a particular focus on non-performing loans (NPLs). The crisis left as its legacy a considerable amount of non-performing loans in banks’ balance sheets. Furthermore, ...more »

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EBA: avviato lo stress test 2018

Posted in: News

Feb 11 2018
Lanciato lo stress test 2018 della European Banking Authority (EBA), con lo scopo di analizzare la resilienza delle banche EU a shock macroeconomici. Lo scenario base si allinea ai forecasts del Dicembre scorso, mentre lo scenario avverso prevede una riduzione del GDP dell 8.3% nel ...more »

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