European Directives and direct Regulation that implement BCBS recommendations are summarised below together with guidelines, technical standards, consultation and discussion papers published by the European Banking Authority (EBA).

Published: Online

EBA Interactive Single Rulebook

Single rulebook for referencing capital and liquidity requirements that implement the Basel III international banking standards within the European Union. This compendium includes Capital Requirements Regulation (CRR), the Capital Requirements Directive (CRD IV), the Bank Recovery and Resolution Directive (BRRD), along with corresponding technical standards, guidelines and Q & A.

Interactive Single Rulebook

Published October 2018

ESA's Proposed Changes to Mapping of ECAIs

Amendments proposed by the Joint Committee of European Supervisory Authorities (ESA) to the mapping of External Credit Assessment Institution (ECAI) credit ratings to Credit Quality Steps (CQS) for assessing credit risk.

Revised Mapping of ECAIs (JC/CP/2018/40)

Published July 2018

EBA Final Guidelines on the Pillar 2 Framework

EBA’s final guidelines on SREP methodology, non-trading interest rate risk (IRRBB) and banks’ stress testing to strengthen the Pillar 2 framework.

Pillar 2 Framework

Revised SREP Guidelines (GL/2018/03)

IRRBB Guidelines (GL/2018/02)

Stress Testing Guidelines (GL/2018/04)

Published December 2017

EBA Implementation of FRTB and SA-CCR

EBA Implementation of the EU revised market risk and counterparty credit risk frameworks, i.e. the Fundamental Review of the Trading Book (FRTB) and the Standardised Approach for Counterparty Credit Risk (SA-CCR).

Revised FRTB and CCR standards (DP/2017/04)

Published: November 2016

EBA Final Guidelines on ICAAP & ILAAP Information

Guidelines on ICAAP and ILAAP information collected for SREP purposes.

Guidelines on ICAAP and ILAAP information (GL/2016/10)

Published: May 2015

EBA Guidelines on Recovery Plan Indicators

EBA's final guidelines on the minimum indicators that institutions should use to trigger escalation of actions in their recovery plans. The guidelines have been developed within the BRRD framework.

Guidelines on recovery plan indicators (GL/2015/02)

Published: October 2014

EU Delegated Acts on LCR and Leverage Ratio

EU ‘delegated’ detailed rules for calculating and meeting Liquidity Coverage Ratio (LCR) and Leverage Ratio requirements.

LCR delegated act

Leverage Ratio delegated act

Published: July 2014

EBA Standards & Guidelines on Recovery Plans

Final Regulatory Technical Standards (RTS) specifying (a) recovery plan content and (b) supervisory assessment criteria. The RTS are complemented by Guidelines providing the range of scenarios to be used when testing recovery plans.

Content of Recovery Plans (RTS/2014/11)

Assessment of Recovery Plans (RTS/2014/12)

Recovery Plan scenarios (GL/2014/06)