Europejski Urząd Nadzoru Bankowego, Raport EBA na temat kwot i podziału udziałów w instrumentach zobowiązań kwalifikowalnych pomiędzy instytucjami określonymi jako globalne instytucje o znaczeniu systemowym (G-SII) lub inne instytucje o znaczeniu systemowym (O-SII) (art. 504a CRR II)

EBA/REP/2023/13

16/05/2023

EBA REPORT ON HOLDINGS OF ELIGIBLE LIABILITIES ISSUED BY G-SII AND O-SII

(ARTICLE 504A CRR II)

Executive summary

This report is responding to the mandate under Article 504a CRR II.

The EBA is mandated to report to the European Commission the amounts and distribution of holdings of eligible liabilities instruments among institutions identified as G-SIIs or O-SIIs and on potential impediments to resolution and the risk of contagion in relation to those holdings.

The sample is composed of 124 banks (106 resolution groups and 18 stand-alone banks) from 23 member states that cover 74% of EU banking sector assets.

The report covers holdings of eligible liabilities issued by G-SIIs and O-SIIs held by G-SIIs, O-SIIs and other banks with total assets above EUR 5bn, as of December 2021. The analysis is based on an adhoc data collection addressed to resolution groups and resolution entities with MREL requirement above own funds requirements. Data was received from banks with...