EBA updates list of risk indicators and analysis tools

The European Banking Authority (EBA) published today an updated list of indicators for risk assessment and risk analysis tools, together with the accompanying methodological guide. This guidance, which describes how risk indicators are computed in EBA publications, 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 additional indicators on the topics of COVID-19, funding plans, resolution, and remuneration, as well as updates to other indicators, which are used to better understand institutions’ profitability, exposures to sovereign counterparties and own funds requirements for operational risk, among other things. The updated guidance is based on the EBA reporting framework version 2.10.No amendments were introduced to the EBA Guidance Note on compiling the financial soundness indicators (FSIs) of the International Monetary Fund (IMF) following the release 2.10 of the EBA reporting framework.