EBA Publishes 2025 Benchmarking Reports on Banks’ Internal Models
The European Banking Authority (EBA) has released its 2025 annual benchmarking reports on market and credit risk, showing continued progress in the consistency and reliability of banks’ internal models across the EU. The reports highlight improvements in data quality and convergence in modelling practices, while identifying areas requiring supervisory attention ahead of full implementation of key regulatory reforms, including the Fundamental Review of the Trading Book (FRTB).
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EBA E-mail Alert 16 July 2026: Key Regulatory Updates
The European Banking Authority (EBA) issued its e-mail alert on 16 July 2026, summarizing recent regulatory developments. The alert covers new guidelines, consultations, and other updates relevant to compliance officers in the financial sector.
16 Jul 2026
EBA ESG Risk Dashboard: Stable Climate Exposures and Better Data Quality in EU/EEA Banking
The EBA published its latest ESG risk dashboard for H2 2025, showing stable transition and physical climate risk exposures across EU/EEA banks. The share of exposures to climate-critical sectors remained at 62%, while mortgage energy-efficiency data availability improved. The dashboard supports supervisory monitoring of climate-related vulnerabilities.
06 Aug 2026
EBA consults on reporting framework for validation and monitoring of ISDA SIMM
The EBA has launched a consultation on a new reporting framework supporting its role as central validator of pro forma initial margin models under EMIR, specifically for the ISDA Standard Initial Margin Model (SIMM). The proposal introduces standardised, proportionate reporting requirements for counterparties seeking validation, with lighter annual reporting for firms with less significant OTC trading activity. Comments are due by 2 November 2026.
05 Aug 2026