Prudential Reporting

Prudential reporting covers the regulatory submissions banks make to demonstrate capital adequacy, liquidity, and risk management to the EBA, ECB, PRA, and other competent authorities. This section explains the core templates and frameworks – COREP for capital, FINREP for financial reporting, LCR and NSFR for liquidity, large exposures, IRRBB, and Pillar 3 disclosures. You’ll also find practical guides to ICAAP/ILAAP, MREL, the CRR3 changes landing in 2026, and ongoing EBA reporting framework updates (4.x DPM packages). Articles are aimed at reporting teams at banks and credit institutions, with step-by-step explanations of what to file, when, and what supervisors actually look for. Start with the COREP reporting guide or the FINREP guide if you’re new to prudential reporting.

Prudential Reporting

ECB Supervisory Data Quality: What Banks Learn When the ECB Grades Their Submissions
May 20, 2026May 20, 2026

What ECB data quality assessment means for bank submissions, how feedback affects reporting teams, and how to fix issues before they become SREP findings.
Prudential Reporting

Macroprudential Buffer Stacking: How EU Buffers Combine in Practice
May 19, 2026

How O-SII, SyRB and sectoral buffers stack under CRD Articles 131 and 133. Buffer stacking rules, authorisation thresholds, COREP reporting and planning.
Prudential Reporting

EBA O-SII Buffer Opinion: When Combined Systemic Buffers Exceed 5 Percent
May 18, 2026

EBA opinion on Austrian O-SII plus SyRB buffer exceeding 5%. What the 5% threshold triggers, how buffer stacking works, and what capital teams should check.
Prudential Reporting

EBA Specialised Lending RTS Amendments: What the Consultation Changes for Slotting Under CRR3
May 15, 2026

EBA consults on amending the specialised lending slotting RTS under CRR3. ESG factors, factor-weight floors, DSCR changes, and new sub-factors explained.
Prudential Reporting

CRR3 ECAI Due Diligence: What EU Banks Must Evidence Under the Standardised Approach
May 5, 2026

How EU institutions must evidence ECAI due diligence under the CRR3 standardised approach for credit risk: Article 138(g), Article 495e transitional, SCRA, and Pillar 3.
Prudential Reporting

AI Model Risk in Prudential Reporting – What Luxembourg Banks Should Document Now
May 5, 2026

Practical guide to documenting AI models used in prudential reporting for Luxembourg banks, covering inventory, validation, SREP expectations, and DORA.
Prudential Reporting

BCL S 0.1 Report: Daily Deposit Reporting for Luxembourg Banks
May 4, 2026May 4, 2026

How Luxembourg banks file the BCL S 0.1 daily deposit report: template structure, twice-monthly frequency, country and sector breakdowns, verification rules.
Prudential Reporting

CRR3 Output Floor Phase-In 2026: Capital Impact and Reporting Adjustments for Luxembourg Banks
May 2, 2026May 2, 2026

“How the CRR3 output floor phase-in to 55% from January 2026 affects RWA calculations, COREP reporting templates, and capital planning for Luxembourg banks.”
Prudential Reporting

EBA Correlated Currencies 2026: What Changes for FX Risk Capital
April 29, 2026

The EBA published the 2026 closely correlated currencies list under CRR Article 354. Here is what changed and what FX risk teams need to check.
Prudential Reporting

EBA Pushback on Commission Operational Risk RTS: What It Means for CRR3 Reporting
April 26, 2026

The EBA objects to two Commission amendments on operational risk RTS under CRR3. What changed, what it means for reporting teams, and how to prepare.