Featured Product

    EBA Updates Guides on Risk and Financial Soundness Indicators

    April 20, 2020

    EBA published a revised methodological guide on how to compile risk indicators and detailed risk analysis tools, along with an updated a guide on how to report the IMF-Financial Soundness Indicators (FSIs). EBA also published a list of risk indicators, a detailed risk analysis tool, and the IMF-FSIs mapping to the data from technical standards on supervisory reporting. These updates are mainly driven by the recently published 2019 IMF-FSIs Guide and by the review of the EBA reporting framework, which entails, among others, changes in securitization information and in non-performing and forborne exposures.

    The methodological guide on risk indicators describes how the indicators are computed in EBA publications, thus allowing competent authorities and users of EBA data to interpret key bank figures and to have a consistent approach in their risk assessments. In addition, it provides information on indicators’ concepts, data sources, and computation techniques, along with a clarity on methodological issues that may assist in their accurate interpretation and use. The guide also enables other competent authorities to compute indicators following the same methodology and thus compare, in a consistent manner, indicators for different samples of banks as well as for the EU aggregates. In the guide, each risk indicator has been allocated either to one of the nine categories, depending on the type of risk addressed (liquidity, funding, asset quality, profitability, concentration, solvency, operational, market, and sovereign risks) or to the dedicated category for small and medium enterprise monitoring.

    The IMF-FSIs guide provides a mapping of the IMF-FSIs to the implementing technical standards on supervisory reporting, ensuring a harmonized methodology in reporting. It aims at providing guidance on how to compute FSIs for deposit takers, using the already available statistical inputs, derived from the EBA technical standards on supervisory reporting. FSIs provide insight into the financial health and soundness of countries’ financial institutions as well as corporate and household sectors, thus supporting the economic and financial stability analysis.

     

    Related Links

    Keywords: Europe, EU, Banking, Risk Indicators, Financial Soundness Indicators, Reporting, Risk Analysis Tool, Statistics, EBA

    Featured Experts
    Related Articles
    News

    ECB Further Reviews Costs and Benefits Associated with IReF

    The European Central Bank (ECB) is undertaking the integrated reporting framework (IReF) project to integrate statistical requirements for banks into a standardized reporting framework that would be applicable across the euro area and adopted by authorities in other EU member states.

    September 15, 2022 WebPage Regulatory News
    News

    BCBS to Finalize Crypto Rules by End-2022; US to Propose Basel 3 Rules

    The Basel Committee on Banking Supervision met, shortly after a gathering of the Group of Central Bank Governors and Heads of Supervision (GHOS), the oversight body of BCBS.

    September 15, 2022 WebPage Regulatory News
    News

    IOSCO Welcomes Work on Sustainability-Related Corporate Reporting

    The International Organization of Securities Commissions (IOSCO) welcomed the work of the international audit and assurance standard setters—the International Auditing and Assurance Standards Board (IAASB)

    September 15, 2022 WebPage Regulatory News
    News

    EBA Publishes Funding Plans Report, Receives EMAS Certification

    The European Banking Authority (EBA) has been awarded the top European Standard for its environmental performance under the European Eco-Management and Audit Scheme (EMAS).

    September 15, 2022 WebPage Regulatory News
    News

    BoE Allows One-Day Delay in Statistical Data Submissions by Banks

    The Bank of England (BoE) published a Statistical Notice (2022/18), which informs that due to the Bank Holiday granted for Her Majesty Queen Elizabeth II’s State Funeral on Monday September 19, 2022.

    September 14, 2022 WebPage Regulatory News
    News

    ACPR Amends Reporting Module Timelines Under EBA Framework 3.2

    The French Prudential Control and Resolution Authority (ACPR) announced that the European Banking Authority (EBA) has updated its filing rules and the implementation dates for certain modules of the EBA reporting framework 3.2.

    September 14, 2022 WebPage Regulatory News
    News

    APRA to Modernize Prudential Architecture, Reduces Liquidity Facility

    The Australian Prudential Regulation Authority (APRA) announced reduction in the aggregate Committed Liquidity Facility (CLF) for authorized deposit-taking entities to ~USD 33 billion on September 01, 2022.

    September 12, 2022 WebPage Regulatory News
    News

    PBC Issues List of Systemic Banks, Adds 2 Foreign Banks to CERB List

    The China Banking and Insurance Regulatory Commission (CBIRC) published the administrative measures for internal control of wealth management companies, which come into force on the day of promulgation.

    September 09, 2022 WebPage Regulatory News
    News

    PRA Publishes Discussion Paper on Its Future Approach to Policy

    The Prudential Regulation Authority (PRA) proposed its approach to policy-making as it takes on wider rulemaking responsibilities under the Financial Services and Markets Bill.

    September 08, 2022 WebPage Regulatory News
    News

    ECB Publishes Opinion on Proposed Regulation on Data Act

    The European Central Bank (ECB) published its opinion on the proposal for a regulation on harmonized rules on fair access to and use of data (Data Act).

    September 08, 2022 WebPage Regulatory News
    RESULTS 1 - 10 OF 8511