September 06, 2018

EBA released two sets of templates for use in the 2018 impact assessment of the finalized Basel III standards. These two sets of quantitative impact study (QIS) templates, which build on the Basel III regular monitoring templates, will ensure that the data collection burden is proportionate to the institution size and complexity. The exercise is targeted at banks under the Capital Requirements Directive and Regulation (CRD IV and CRR).

Following the Call for Advice from EC on the European impact and implementation of the revisions to the Basel III standards agreed by BCBS in December 2017, EBA launched, on August 13, 2018, a data collection exercise, which runs in parallel with Q2 2018 EBA-BCBS Basel III regular monitoring exercise. To ensure that this data collection, which covers a wider sample of institutions, remains proportionate to the size and complexity of each institution, EBA distributed two different types of QIS templates, which build on and expand the EBA-BCBS Basel III regular monitoring templates: 

  • The "full" template was distributed to all banks participating in the Q2 2018 EBA-BCBS monitoring exercise and to those banks that only participate in the Call for Advice data collection that are large (as defined by tier 1 capital higher than EUR 1.5 billion). 
  • The "reduced" template was distributed to banks participating only in the Call for Advice data collection that are medium or small (as defined by tier 1 capital equal or lower than EUR 1.5 billion).

 

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Keywords: Europe, EU, Banking, Basel III, QIS, Impact Assessment, QIS Templates, CRD IV, CRR, Proportionality, EBA

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