EBA dashboard shows EU banks keep capital buffers above Basel III minimums

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Highlights

EBA projects a 6.0% increase in Tier 1 minimum required capital under the fully loaded CRR3 regime, up from 5.1% based on Q4 2025 data.
Total projected capital shortfalls for EU banks are EUR 2.2 billion by 2030 and EUR 18.5 billion by 2033 under the fully loaded framework.
The fully loaded capital shortfall in 2033 represents only 0.6% of current total capital, indicating limited aggregate sectoral pressure.

Q2 2026 dashboard and capital projections

As reported by European Banking Authority, the latest CRR3/CRD6 dashboard tracks 129 banks at the highest level of consolidation across the EU and EEA and updates the estimated effects of the new framework through 2030 and at full implementation. The authority says the relative increase in Tier 1 minimum required capital under the fully loaded CRR3 regime is projected at 6.0%, compared with 5.1% in projections based on Q4 2025 data.

The higher estimate reflects a greater impact from the output floor, driven mainly by higher standardised total risk exposure amounts, or S-TREA, and to a lesser extent by increases in exposures subject to transitional arrangements for some institutions. In total, 33 institutions would be bound by the fully loaded output floor.

Implementation timeline and sector impact

Under a static balance sheet assumption, the EBA projects no capital shortfalls before 2030, giving affected banks time to adjust during the transition period. Total projected capital shortfalls reach EUR 2.2 billion in 2030 and EUR 18.5 billion under a fully loaded framework in 2033.

Even with that increase, the fully loaded shortfall amounts to an average of just 0.6% of the current total capital of banks in the sample, pointing to limited aggregate pressure on the sector. The updated dashboard includes observed data for Q1 and Q2 2026 alongside projections for the rest of the implementation period, offering regulators and banks a benchmark for how the output floor may reshape capital requirements across the region.

In our earlier coverage of the Financial Stability Board’s review of crisis funding, we noted that most major jurisdictions still lack credible public-sector backstops to provide emergency liquidity during a large bank resolution. The piece highlighted that only a handful of markets fully meet the recommended standards, and used the 2023 Credit Suisse episode to illustrate how quickly banks under stress can require support at scale—underscoring why robust resolution funding tools matter alongside capital rules.

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