Regulatory Technical Standards on the calculation of credit risk adjustments

status: Adopted and published on the Official Journal

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.

Press Release

Consultation Papers