The European Banking Authority has released its updated CRR3/CRD6 dashboard for the second quarter of 2026, showing that EU and EEA banks continue to hold capital reserves well above minimum regulatory requirements as the fully loaded Basel III framework takes effect.
Capital Ratios and Minimum Requirements
The latest European Banking Authority dashboard incorporates data as of the second quarter of 2026 for 129 banks at the highest level of consolidation across the European Union and European Economic Area. Findings indicate that banks maintain average Common Equity Tier 1 capital ratios projected at 15.1% under the fully loaded CRR3 rules.
The relative increase in Tier 1 minimum required capital under full implementation is projected at 6.0%, rising from 5.1% in the previous evaluation based on fourth-quarter 2025 data. This higher projection stems from increased standardised total risk exposure amounts and larger exposures under transitional arrangements. Out of the surveyed sample, 33 institutions would be bound by the fully loaded output floor.
Capital Shortfalls and Implementation Timeline
Under the assumption of static balance sheets, the analysis shows no capital shortfalls for participating institutions prior to 2030. This timeline provides affected institutions with period to adapt to the final regulatory boundaries.
Total projected capital shortfalls are estimated at EUR 2.2 billion in 2030, increasing to EUR 18.5 billion when the framework is fully loaded in 2033. At full implementation, these projected shortfalls represent an average of 0.6% of total capital across the sample banks.
Methodology and Data Considerations
The output floor calculations apply calibration factors specified in Article 465(1) of CRR3, ranging from 50% to the final 72.5% calibration. The fully loaded figures reverse transitional arrangements applied to standardised approach equivalent risk-weighted assets.
Current supervisory reporting data does not yet fully capture credit risk transitional arrangements, recording the credit risk impact as zero in this dashboard release. The EBA noted that expiry of these transitional arrangements will alter standardised equivalent credit risk RWAs, with data framework adjustments planned for future releases. All computations reflect overall capital requirements and exclude Pillar 2 Guidance.
| Metrico | Value / Projection |
|---|---|
| Sample Size | 129 banks at highest consolidation level |
| Projected CET1 Ratio (Fully Loaded) | 15.1% |
| Tier 1 Minimum Required Capital Increase | 6.0% |
| Institutions Bound by Output Floor | 33 institutions |
| Projected Capital Shortfall (2030) | EUR 2.2 billion |
| Projected Capital Shortfall (2033) | EUR 18.5 billion (0.6% of current total capital) |
Domande frequenti
What is the projected average CET1 ratio for EU/EEA banks under CRR3?
The European Banking Authority projects an average Common Equity Tier 1 (CET1) ratio of 15.1% for EU/EEA banks under the fully loaded CRR3 framework.
When are capital shortfalls expected under the fully loaded framework?
Assuming static balance sheets, no capital shortfalls are projected before 2030. Shortfalls are estimated at EUR 2.2 billion in 2030 and EUR 18.5 billion in 2033.
