EBA CRR3/CRD6 dashboard shows banks maintain strong capital levels under Basel III

The European Banking Authority (EBA) has published its CRR3/CRD6 dashboard for Q2 2026, covering 129 banks at the highest level of consolidation across the EU/EEA.

Banks maintain capital levels well above the minimum requirements under the fully loaded CRR3 framework, with an average Common Equity Tier 1 (CET1) ratio projected at 15.1%, despite increased impact from the output floor compared to previous editions.

Under the fully loaded CRR3 implementation, the Tier 1 minimum required capital is projected to increase by 6.0%, up from 5.1% based on Q4 2025 data. This reflects a higher estimated impact of the output floor due to increased standardised total risk exposure amounts (S-TREA) and exposures subject to transitional arrangements for some institutions. A total of 33 institutions will be bound by the fully loaded output floor.

Assuming static balance sheets, there would be no capital shortfalls before 2030, allowing banks time to adapt. Projected total capital shortfalls are EUR 2.2 billion in 2030 and EUR 18.5 billion in 2033 under the fully loaded framework. Despite the increase, these shortfalls represent on average only 0.6% of the current total capital of the banks in the sample.

The dashboard provides an overview of the output floor impact during the implementation period, including observed data for Q1 and Q2 2026 and projections through 2030, based on a static balance sheet assumption.

Note that the current supervisory data do not fully capture credit risk transitional arrangements, which are expected to increase standardised RWAs and impact the fully loaded output floor. Future data releases will address this limitation.