Featured Product

    EBA Updates the Guides on Supervisory Data in Light of IFRS 9 Changes

    June 25, 2018

    EBA updated the methodological guide and the guidance note on supervisory data, in light of IFRS 9 changes introduced with the EBA reporting framework version 2.7 from reference date March 2018. The methodological guide of EBA covers on how to compile risk indicators and detailed risk analysis tools (DRATs) while the guidance note covers compiling IMF financial soundness indicators (FSIs) with EBA implementing technical standards (ITS) data. Both these documents provide useful insights on how to explore supervisory data available through the EBA reporting framework.

    The methodological guide on risk indicators and DRATs now includes updated formulas and guidance in light of IFRS 9 changes introduced with the EBA reporting framework version 2.7 from reference date March 2018. The primary purpose of this guide is to serve the EBA compilers of risk indicators and internal users by presenting the risk indicators and the DRATs. It thus provide guidance on the concepts, data sources, and techniques for computing these indicators and addresses methodological factors that may assist in the accurate interpretation and use of these indicators. 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 and risk dashboard. 

    The guidance note on how to compute IMF FSIs using the EBA ITS data has been also updated to cater to the changes related to IFRS 9. Apart from the IFRS 9-related developments, additional guidance on how to compute IMF FSIs has been included. The guidance note aims to assist competent authorities in compiling IMF FSIs for deposit takers by using the statistical input derived from the EBA ITS on supervisory reporting. Authorities are encouraged to use this guidance, along with the comprehensive mapping between the FSI forms and the EBA ITS templates, to foster harmonized FSI reporting by the authorities in the European economic area. 

     

    Related Links

    Keywords: Europe, EU, Banking, IFRS 9, Supervisory Data, DRATs, FSI, Reporting, EBA

    Featured Experts
    Related Articles

    PRA Publishes Q&A on Property Valuation Requirements Under CRR

    PRA published a set of questions and answers (Q&A) covering common queries regarding residential and commercial property valuations, for the purpose of the Capital Requirements Regulation (CRR), during the period of disruption caused by COVID-19 pandemic.

    May 29, 2020 WebPage Regulatory News
    News

    IOSCO Consults on Outsourcing Principles for Operational Resilience

    IOSCO proposed updates to its principles for regulated entities that outsource tasks to service providers.

    May 28, 2020 WebPage Regulatory News
    News

    MAS Consortium to Develop AI Fairness Metrics for Credit Scoring

    MAS announced that the first phase of the Veritas initiative will commence with the development of fairness metrics in credit risk scoring and customer marketing.

    May 28, 2020 WebPage Regulatory News

    BoE Updates Definitions for BTL Data Collection

    BoE published the Statistical Notice 2020/4 to update the buy-to-let (BTL) Phase 2 and Phase 3 definitions for the Interest Rate Type data item.

    May 28, 2020 WebPage Regulatory News
    News

    FSI Examines Financial Stability Implications of Payment Deferrals

    FSI published a brief note that examines challenges facing the banking sector as a result of the payment deferral programs put in place to support borrowers affected by the COVID-19 pandemic.

    May 28, 2020 WebPage Regulatory News
    News

    PRA Finalizes Policy on Prudent Person Principle Under Solvency II

    PRA published the policy statement PS14/20, which contains the supervisory statement SS1/20 and the feedback to responses to the consultation paper CP22/19 on expectations for investment by firms in accordance with the Prudent Person Principle, or PPP, as set out in the Investments Part of the PRA Rulebook.

    May 27, 2020 WebPage Regulatory News
    News

    EBA on Extending Large Exposure Limits for French Systemic Banks

    EBA published an opinion following the notification by the French macro-prudential authority, the Haut Conseil de Stabilité Financière (HCSF), of its intention to extend a measure introduced in 2018 on the use of Article 458(9) of the Capital Requirements Regulation (CRR).

    May 27, 2020 WebPage Regulatory News
    News

    ECB Highlights NPL Resolution as Key Policy Issue in Post-COVID Europe

    As part of a Research Bulletin on the recent policy-relevant work, ECB published an article that examines the lessons learned from past crises for nonperforming loan resolution in the post COVID-19 period.

    May 27, 2020 WebPage Regulatory News
    News

    RBNZ Publishes Financial Stability Report for May 2020

    RBNZ published the financial stability report for May 2020. This review of the financial system in the country highlights that the economic disruption associated with COVID-19 will present challenges to the financial system.

    May 27, 2020 WebPage Regulatory News
    News

    ECB Updates Guidance on Reporting of Securities Holdings Statistics

    ECB updated the guidance notes for reporting related to the statistics on holdings of securities by reporting banking groups (SHSG).

    May 26, 2020 WebPage Regulatory News
    RESULTS 1 - 10 OF 5231