The EBA published two updated versions of methodological guide on how to compile risk indicators and detailed risk analysis tools and the EBA guidance note on compiling IMF FSIs with EBA ITS data provide useful insights to users on how to explore supervisory data available through the EBA reporting framework.
The EBA methodological guide on Risk Indicators and DRATs includes now updated formulas and guidance in light of IFRS 9 changes introduced with the EBA reporting framework version 2.7 from reference date March 2018.
Similarly, the EBA guidance on how to compute IMF FSIs using EBA ITS data is now updated to cater for the same IFRS 9 changes.
Apart from IFRS 9 developments, additional guidance on how to compute IMF FSIs has been included.
Press release
Guidance Note - Compiling IMF_FSIs
List of EBA_Risk Indicators and DRATs (June 2018)
Revised EBA_Methodological Guide - Risk Indicators and DRAT
© EBA
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