EBA Updates Risk Indicators & Methodological Guide to Strengthen Supervisory Consistency

The European Banking Authority (EBA) has published an updated list of indicators used in its risk assessment and risk analysis tools, alongside a revised methodological guide. The update is designed to improve clarity and consistency in how risk indicators are calculated and interpreted across EBA publications, supporting more robust and comparable supervisory risk assessments.

Importantly, the changes do not introduce any new reporting requirements for institutions or competent authorities. Instead, they provide greater transparency on the underlying calculations used by the EBA, enabling supervisors and market participants to interpret key banking figures in a consistent and informed manner when assessing risk across the sector.

The revised indicators are aligned with EBA reporting framework version 4.1 and cover a wide range of prudential risk categories, including profitability, solvency and operational risk. This alignment ensures continuity between supervisory reporting data and the analytical tools used by the EBA to monitor vulnerabilities and emerging risks within the EU banking system.

Notably, the update also introduces new sets of risk indicators linked to the Markets in Crypto-Assets Regulation (MiCA), reflecting the growing supervisory focus on crypto-asset exposures and related risks. In addition, enhanced indicators for investment firms have been incorporated, supporting a more tailored and risk-sensitive assessment of non-bank financial institutions within the EBA’s remit.

Taken together, the updates reinforce the EBA’s emphasis on methodological rigour, supervisory convergence and forward-looking risk analysis, while avoiding additional compliance burdens for firms. For competent authorities, the clarified framework provides a stronger foundation for consistent risk monitoring in an increasingly complex and diversified financial landscape.

See the risk indicators here.

Download the methodology here.