Europejski Urząd Nadzoru Bankowego, Raport EBA - wpływ Bazylea III na banki (2022)

26 SEPTEMBER 2023

EBA/Rep/2023/32

BASEL III MONITORING EXERCISE

RESULTS BASED ON DATA AS OF

31 December 2022

Executive summary

This report summarises the findings from the second round of the Basel III monitoring exercise that is based on the EBA Decision to render the QIS exercise mandatory for a representative set of EU/EEA credit institutions . The report provides an assessment of the impact of the full baseline Basel III implementation for this representative sample of EU/EEA banks.

The main finding is that to comply with the new framework, EU banks would need a total of EUR 0.6 billion of additional Tier 1 capital at the full implementation date in 2028. The main contributing factors are the output floor and credit risk capital requirements. The overall impact includes the economic impact of the Covid-19 pandemic that had materialised up until December 2022, the reference date of this Report. A separate Annex includes an impact assessment for the EU implementation of Basel III under...