The European Banking Authority published an updated list of indicators used in its risk assessment and risk analysis tools, alongside an updated methodological guide explaining how the indicators are calculated in EBA publications. The guidance is intended to support consistent interpretation of key bank figures by competent authorities and other users of EBA data, without adding reporting burden for institutions or supervisors. The update is based on the EBA reporting framework version 4.0 and covers indicators across areas including profitability, solvency and operational risk. It also incorporates new sets of risk indicators set out in the Banking Package (Capital Requirements Regulation and Capital Requirements Directive, CRR3 and CRD6), indicators related to Environmental, Social and Governance factors, and indicators already used in the context of the Minimum Requirement for Own Funds and Eligible Liabilities.
European Banking Authority 2025-04-16
European Banking Authority updates risk indicator list and methodological guide to align with reporting framework 4.0 including CRR3 CRD6 ESG and MREL metrics
The European Banking Authority released an updated list of indicators for risk assessment and analysis, along with a methodological guide for their calculation, based on the EBA reporting framework version 4.0. The update includes new risk indicators from the Banking Package (CRR3 and CRD6) and those related to Environmental, Social, and Governance factors. This aims to aid consistent interpretation of bank figures without increasing burdens.