EBA publishes 2025 loss data for immovable property markets under CRR

The European Banking Authority (EBA) has published its annual dataset on losses and exposures for residential and commercial immovable property across the European Union and European Economic Area for 2025. This publication aligns with Article 430a(3) of the Capital Requirements Regulation (CRR).

The data provides a centralised, harmonised source of information on losses and exposures related to immovable property, based on supervisory reporting submitted by institutions. It is presented by national immovable property markets.

The dataset supports the application of the CRR “hard test” mechanism, which allows certain preferential treatments for exposures secured by immovable property when loss-rate thresholds are met. It specifically facilitates the application of:

• Article 125(2), allowing institutions to apply the loan-splitting approach to income-producing residential real estate exposures;
• Article 126(2), providing similar treatment for income-producing commercial real estate exposures;
• Articles 199(3) and 199(4), enabling institutions using the Internal Ratings-Based approach to recognise residential or commercial immovable property as eligible collateral, including when repayment depends on property cash flows, subject to legal conditions.

The publication aims to improve transparency, promote simplification, and ensure consistent application of these CRR provisions. It does not amend legal conditions or constitute supervisory decisions on individual exposure eligibility. Institutions remain responsible for assessing compliance with CRR conditions.

Under Article 430a of the CRR, aggregated data on exposures and losses related to lending secured by immovable property are collected and published. These data support the application of loss-rate thresholds within the CRR framework. The published data for 2025 are presented at the national market level.