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 SREP 2026 Priorities: What Banks Should Prepare for in Liquidity and Prudential Reviews
April 15, 2026April 15, 2026

ECB SREP 2026 priorities explained for reporting teams. Capital adequacy, liquidity assessment, CRR III and operational resilience requirements to act on.
Prudential Reporting

ECB Financial Stability Review: Risks That Hit Reporting Teams
April 13, 2026April 13, 2026

How the ECB’s November 2025 Financial Stability Review changes ICAAP stress scenarios, Pillar 3 disclosures, and prudential reporting for EU banks.
Prudential Reporting

EBA Known DPM Issues List: Workarounds and Timelines
April 10, 2026April 10, 2026

How COREP and Pillar 3 reporting teams should assess, document and work around items on the new EBA DPM known issues list without breaking their controls.
Prudential Reporting

CRR3 Operational Risk Reporting: What Changes From June 2026 for Luxembourg Banks
April 9, 2026April 9, 2026

What CRR3 changes for operational risk reporting, which templates apply from June 2026, who is in scope, and what Luxembourg prudential reporting teams commonly get wrong.
Prudential Reporting

ICAAP and ILAAP Reporting for Luxembourg Banks: A Practical Guide to Pillar 2 Assessments
April 1, 2026April 1, 2026

Last updated: April 2026 Your COREP templates are filed on time. Your LCR and NSFR ratios are above the minimum. Your Pillar 3 disclosures are published. Then the CSSF sends a letter asking for your ICAAP/ILAAP documentation as part of the SREP cycle, and the room goes quiet. Because unlike the quantitative reports, ICAAP and…
Prudential Reporting

EBA Third-Country Branch Reporting – What the New Harmonised Standards Mean for Your Branch
March 28, 2026March 28, 2026

Last updated: March 2026 If you run regulatory reporting for a third-country branch in the EU, your reporting workload is about to change substantially. For the first time, the EBA has published a harmonised set of reporting templates specifically designed for third-country branches (TCBs). The first reporting reference date is 31 March 2027. That is…
Prudential Reporting

Large Exposures Reporting for Luxembourg Banks – COREP LE Templates and Connected Clients
March 28, 2026March 28, 2026

Last updated: March 2026 Your institution has three loan facilities to three different Luxembourg companies. Different names, different sectors, different NACE codes. Each facility is well below the 25% large exposure limit. Then a supervisor asks you to explain why all three companies share the same ultimate beneficial owner, depend on the same revenue source,…
Prudential Reporting

Liquidity Reporting for Luxembourg Banks – LCR, NSFR, and Additional Monitoring Metrics
March 28, 2026March 28, 2026

Last updated: March 2026 Your LCR is 142%. The NSFR is 108%. Both are comfortably above the 100% minimum. Then the supervisor asks why your C 67.00 shows that a single counterparty provides 23% of your wholesale funding, why the maturity ladder in C 66.01 shows a cliff in the 3-month bucket, and why the…
Prudential Reporting

Interest Rate Risk in the Banking Book (IRRBB) – EBA Guidelines and CSSF Expectations for Luxembourg Banks
March 28, 2026March 28, 2026

Last updated: March 2026 Rates went up faster than most banks modelled. Between mid-2022 and late 2023, the ECB raised its deposit facility rate from -0.50% to 4.00%, a shift of 450 basis points in under 18 months. For Luxembourg banks that had built fixed-rate asset portfolios during the low-rate era, financed by short-term or…
Prudential Reporting

Deposit Guarantee Scheme Reporting in Luxembourg – FGDL Membership, SCV Files, and the Covered Deposits Survey
March 28, 2026March 28, 2026

Last updated: March 2026 Last year, a Luxembourg institution ran a CPDI-requested SCV stress test and discovered that 22% of its depositor records were flagged as not ready for straight-through compensation. Names did not match across accounts for the same depositor. NIN fields were blank for accounts opened before 2016. Omnibus accounts had been incorrectly…