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.

Reporting guides

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Prudential Reporting

CRR3 FRTB Reporting: What the Market Risk Framework Changes for EU Banks From January 2027
June 1, 2026July 31, 2026

CRR3 FRTB reporting explained for EU banks. What changes for market risk capital and reporting from January 2027, and what reporting teams must prepare now.
Prudential Reporting

EBA 4.3 Technical Package: DPM Changes for COREP and FINREP
May 29, 2026July 31, 2026

EBA 4.3 technical package extends DPM 2.0 with TCB and AMLA modules. What COREP and FINREP teams should map now before framework 4.4 rewrites templates.
Prudential Reporting

FI Bank Barometer H2 2025: What the Lending Slowdown Means for EU Credit Risk Reporting
May 26, 2026July 31, 2026

Finansinspektionen Bank Barometer H2 2025 shows a Swedish lending slowdown. What this means for COREP credit risk templates, IFRS 9 staging, and FINREP.
Prudential Reporting

EBA ESG Pillar 3 Disclosure Templates: What to Report From June 2026
May 25, 2026July 31, 2026

Practical guide to the EBA ESG Pillar 3 disclosure templates under CRR3 Article 449a: scope, proportionality, data sourcing, and common filing errors to avoid.
Prudential Reporting

ECB Supervisory Data Quality: What Banks Learn When the ECB Grades Their Submissions
May 20, 2026July 31, 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, 2026July 28, 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, 2026July 31, 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, 2026July 31, 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, 2026July 31, 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, 2026July 31, 2026

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