EBA published an updated methodological guide on how to compile risk indicators and detailed risk analysis tools (DRATs). The guidance, which is mainly for internal use, will also benefit competent authorities and other relevant stakeholders, as it will allow them to follow a consistent approach in their risk assessments.
The primary purpose of this guide is to serve EBA compilers of risk indicators and internal users, presenting the risk indicators and the DRATs. It thus provides guidance on their concepts, data sources, techniques on which they are computed, and methodological issues that may assist in their accurate interpretation and use. The guide fosters transparency on the computation methodology, with regard to the indicators used in the context of the EBA official publications, such as the EBA risk assessment report, risk dashboard, and so on. This would allow general public to understand how these indicators are computed. The guide also enables other competent authorities to compute indicators following the same methodology and thus compare in a consistent manner the EU aggregates and indicators for different samples of banks.
- Revised EBA Methodological Guide (PDF)
- Revised List of EBA Risk Indicators and DRAT (XLSX)
- EBA Guides on Data
Keywords: Europe, EU, Banking, Guidance, Risk Indicators, DRATS, EBA
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