EBA publishes 2025 immovable property loss data under CRR
EBA published 2025 loss data for immovable property markets under Article 430a of the Capital Requirements Regulation.
Article 430a data provides supervisory benchmarks for residential and commercial real estate losses. Banks should use it to calibrate IRB models, standardised approach floors, and stress testing assumptions for property-secured exposures.
Informs credit risk modelling and supervisory challenge on real estate exposures amid CRE stress cycles.
Action Required
Benchmark internal real estate loss experience against EBA data and reassess LGD, risk weights, and property collateral policies.
Provides key inputs to real estate credit risk calibration and Pillar 2 assessments.
Real estate credit risk: incorporate EBA 2025 loss data into IRB backtesting, RWA density reviews, and CRE/RRE stress scenarios. Document deviations from benchmarks.
“The EBA publishes 2025 loss data for immovable property markets under Article 430a of the Capital Requirements Regulation.”
Published: 2026-07-06