Credit risk

Credit risk focuses on the development of BTS, Guidelines and Reports regarding the calculation of capital requirements under the Standardised Approach and IRB Approach for credit risk and dilution risk in respect of all the business activities of an institution, excluding the trading book business. The objective is to provide a consistent implementation across the EU of the provisions related to topics such as credit risk adjustments, definition of default, permission to use Standardised/IRB approach, appropriateness of risk weights or credit risk mitigation techniques.

links

Technical Standards, Guidelines & Recommendations

Technical standards

Regulatory technical standards on the permanent and temporary use of IRB approach

These Regulatory technical standards (RTS) specify the conditions for the permanent and temporary uses of the Standardised Approach (SA) by institutions that have received permission to use the IRB Approach (the so-called IRB institutions). These RTS will be part of the Single Rulebook aimed at enhancing regulatory harmonisation in the banking sector in the European Union.

Opinions, Reports and other Publications

Opinions