RTS on Internal Model Approach for Assessment Methodology

status: Final draft adopted by the EBA and submitted to the European Commission

These draft Regulatory Technical Standards (RTS) specify the conditions under which competent authorities assess the significance of positions included in the scope of market risk internal models, as well as the methodology that competent authorities shall apply to assess an institution’s compliance with the requirements to use an Internal Model Approach (IMA) for market risk.  They are a key component of the EBA's work to ensure consistency in models outputs and comparability of risk-weighted exposures and will contribute to harmonise the supervisory assessment methodology across all EU Member States.

Press Release

Consultation Papers