European Banking Authority publishes 2025 immovable property loss data for CRR loss rate tests

The European Banking Authority has published its annual 2025 dataset on losses and exposures for residential and commercial immovable property across the European Union and European Economic Area under Article 430a of the Capital Requirements Regulation. The release provides a centralised, harmonised set of data by national immovable property market to support application of the CRR loss-rate thresholds that determine whether certain preferential treatments for property-secured exposures can be used. The data are based on supervisory reporting submitted by institutions and are relevant to the loan-splitting approach for income-producing residential and commercial real estate exposures under Articles 125(2) and 126(2), as well as recognition of residential and commercial immovable property as eligible collateral under the Internal Ratings-Based approach under Articles 199(3) and 199(4), including cases where repayment materially depends on cash flows generated by the property. The publication does not change the legal conditions in the CRR and does not amount to a supervisory decision on individual exposures. Institutions remain responsible for assessing whether the relevant CRR conditions are met. For Belgium, France, Croatia and Romania, the relevant reference for applying the derogations remains the loss data published by the respective competent authorities.