Europejski Urząd Nadzoru Bankowego, Poradnik EBA dot. wskaźników oceny ryzyka oraz narzędzi do jego rozwiązywania i jego szczegółowej analizy

THE EBA METHODOLOGICAL GUIDE

INDICATORS FOR RISK ASSESSMENT AND RESOLUTION & DETAILED RISK ANALYSIS TOOLS

Introduction

Background

Since February 2011, the EBA has started collecting, on a quarterly basis, statistical information referring to a sample of 55 banks across 20 EEA countries, in order to compute 53 Key Risk Indicators (KRIs). KRIs are ratios providing early warning signs of trends, potential risks and vulnerabilities in the EU banking sector.

All their building components relied on the existing COREP and FINREP reporting frameworks, previously endorsed by the CEBS , and, therefore, a high degree of standardised concepts and definitions was ensured. However, not all Competent Authorities (CAs) had fully implemented these reporting guidelines and, as a result, data had to be collected on a best-efforts basis. That collection was performed either directly from the relevant financial institutions, or by mapping data available in national reporting formats onto the data items as...