Regulatory Technical Standards on the calculation of credit risk adjustments

  • Status: Adopted and published in the Official Journal of the EU

These Regulatory Technical Standards (RTS) stem from Article 110(4) of the Capital Requirements Regulation which provides for the EBA to clarify the calculation of specific credit risk adjustments (SCRAs) and general credit risk adjustments (GCRAs) under the applicable accounting framework for (i) the determination of exposure values; (ii) the treatment of expected loss amounts; and (iii) the determination of default.

Summary of document history

Current version Ongoing versions

EBA consults on technical standards on the calculation of credit risk adjustments

  • Status: Closed
  • Deadline: 30 SEPTEMBER 2012
Documents
FBF

(143.83 KB - PDF) Last update 28 February 2014

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EAPB

(48.05 KB - PDF) Last update 28 February 2014

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Deutsche Bank

(118.15 KB - PDF) Last update 28 February 2014

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EBF

(156.57 KB - PDF) Last update 28 February 2014

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BSA

(47.52 KB - PDF) Last update 28 February 2014

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German Banking Industry Committee

(99.18 KB - PDF) Last update 28 February 2014

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BAWAG-PSK

(2.09 MB - PDF) Last update 28 February 2014

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Consultation Paper

(429.73 KB - PDF) Last update 28 February 2014

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CBA

(135.03 KB - PDF) Last update 28 February 2014

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Opinion on Draft Technical Standards on the Calculation of Credit Risk Adjustments (EBA/CP/2012/10)

(91.51 KB - PDF) Last update 18 September 2014

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BBA

(67.33 KB - PDF) Last update 28 February 2014

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Press contacts

Franca Rosa Congiu