Response to discussion Paper on the future of the IRB Approach

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3. Do you consider the proposed timeframe reasonable? In particular do you consider reasonable the proposed timeline for the implementation of the changes in the area of: a. definition of default; b. LGD and conversion factor estimation; c. PD estimation; d. treatment of defaulted assets; e. CRM?

• The DP suggests a future calendar for Regulatory Technical standards (RTS) and Guidelines that shall be published in the coming years. The timetable for publication and implementation seems ambitious (EBA has delayed it already in its recently updated 2015 work programme).

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ESBG Common Response to the EBA consultation on the future of IRB.pdf (150.75 KB)

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European Savings and Retail Banking Group

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Response to discussion Paper on the future of the IRB Approach

3. Do you consider the proposed timeframe reasonable? In particular do you consider reasonable the proposed timeline for the implementation of the changes in the area of: a. definition of default; b. LGD and conversion factor estimation; c. PD estimation; d. treatment of defaulted assets; e. CRM?

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