Consultation on ITS package for benchmarking of credit risk, market risk and IFRS9 models for the 2025 exercise

  • Consultation
  • 18 JANUARY - 27 MARCH 2024
  • EBA/CP/2024/03

Responses to the consultations can be sent to the EBA by clicking on the "send your comments" button on the consultation page.

All contributions received will be published after the consultation closes, unless requested otherwise. The deadline for the submission of comments is 27 March 2024.

A public hearing on this consultation will take place on 28 February 2024 from 15:00 to 16:00 CET. Deadline for registration is 26 February at 16:00 CET.
 

Responses

The form is now closed.

Documents

Consultation Paper on draft ITS on Benchmarking Internal Models

(378.55 KB - PDF)

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Annex 1 - Consultation Paper on draft ITS on Benchmarking Internal Models

(110.52 KB - Word Document)

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Annex 2 - Consultation Paper on draft ITS on Benchmarking Internal Models

(133.92 KB - Word Document)

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Annex 3 - replacing Annex 6

(184.92 KB - Word Document)

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Annex 4 - replacing Annex 7

(468.13 KB - Excel Spreadsheet)

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Annex 5 - Consultation Paper on draft ITS on Benchmarking Internal Models

(139.22 KB - Excel Spreadsheet)

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