The EBA publishes responses to two consultations (CP48 and CP49)

20 January 2012

The EBA publishes today the responses to two consultation papers :

- CP49 : consultation paper on guidelines to the Incremental Default and Migration Risk Charge (IRC). 

- CP48 : consultation paper on guidelines to the Stressed Value At Risk (Stressed VaR).

Press contacts:

Franca Rosa Congiu

E-mail: - Tel: +44 (0) 207 382 1772