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EBA publishes fifth report on Basel III monitoring exercise

The European Banking Authority (EBA) has published its fifth report on the Basel III monitoring exercise on the European banking system. This was run in parallel with the exercise conducted by the Basel Committee on Banking Supervision at a global level and monitored the impact of the implementation of the Basel III requirements in the EU.  A total of 174 banks participated in the exercise on a voluntary and confidential basis

In section 1.4 of the report titled “Data Quality” the EBA notes that for this monitoring exercise, participating banks submitted comprehensive and detailed non-public data on a voluntary and best-efforts basis.  National supervisors worked closely with banks to ensure data quality, completeness and consistency with the reporting instructions.  Banks were included in the sample for each of the analyses only as far as they provided data of sufficient quality to complete the analysis.

For the liquidity elements, data quality had been significantly improved amid the experience gained from the work on the Basel III monitoring exercise.  Nevertheless, some differences in banks’ reported liquidity risk positions could be attributed to differing interpretations of the rules.  Most notably individual banks appeared to be using different methodologies to identify operational wholesale deposits and exclusions of liquid assets due to failure to meet the operational requirements.

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