Without adding any reporting burden neither on reporting institutions nor on competent authorities, this guidance describes how risk indicators are computed in EBA publications and allows competent authorities and users of EBA data to interpret key bank figures in a consistent fashion when conducting their risk assessments and analyses.
This update includes the review of indicators on institutions’ profitability, exposures to sovereign counterparties and own funds requirements for operational risk, among others. Moreover, other indicators to assess the use of external ratings and monitor the use of the Standardised Approach (SA) in the credit risk framework were added to the list.
Find below all the links to guides and Risk Analysis Tool
- Methodological Guide
- Guidance Note – Compiling IMF e
- Detailed Risk Analysis Tool
- List of EBA Risk Indicators
- IMF FSIs mapping to EBA ITS data