Regulatory Technical Standards on the conditions for assessing the materiality of extensions and changes of internal approaches for credit, market and operational risk

  • Status: Adopted and published in the Official Journal of the EU

These Regulatory Technical Standards aim at harmonising the assessment of the materiality of extensions and changes to credit institutions’ internal approaches and to ensure that the approved internal approaches comply with the regulatory requirements. In particular, these RTS specify the conditions for assessing the materiality of extensions and changes to: the Internal Rating Based approach (IRB approach) for credit risk; the Advanced Measurement Approach (AMA) for operational risk and the Internal Models Approach (IMA) for market risk.

Summary of document history

Previous versions Current version Ongoing versions

Consultation on draft Regulatory Technical Standards (RTS) on the conditions for assessing the materiality of extensions and changes of internal approaches for credit, market and operational risk

  • Status: Closed
  • Deadline: 11 JUNE 2013
Documents
BBVA

(97.43 KB - PDF) Last update 26 February 2014

Intesa San Paolo

(49.09 KB - PDF) Last update 26 February 2014

Unicredit

(309.82 KB - PDF) Last update 26 February 2014

BNP Paribas

(249.14 KB - PDF) Last update 26 February 2014

HSBC

(45.2 KB - PDF) Last update 26 February 2014

International Swaps and Derivatives Association (Cover Letter)

(421.97 KB - PDF) Last update 26 February 2014

Deutsche Bank

(391.37 KB - PDF) Last update 26 February 2014

Consultation Paper

(835.13 KB - PDF) Last update 26 February 2014

European Federation of Building Societies

(104.83 KB - PDF) Last update 26 February 2014

European Banking Federation response

(295.33 KB - PDF) Last update 26 February 2014

European Association of Co-operative Banks

(347 KB - PDF) Last update 26 February 2014

Dutch Banking Association (NVB)

(97.84 KB - PDF) Last update 26 February 2014

Austrian Federal Economic Chamber

(150.99 KB - PDF) Last update 26 February 2014

Swedish Banking Association

(4.42 MB - PDF) Last update 26 February 2014

International Swaps and Derivatives Association (response)

(753.32 KB - PDF) Last update 26 February 2014

Czech Banking Association

(152.12 KB - PDF) Last update 26 February 2014

European Savings Banks Group

(341.65 KB - PDF) Last update 26 February 2014

2013-06-10 BSG Opinion to EBA CP 2013 02

(629.13 KB - PDF) Last update 16 September 2014

British Bankers' Association

(160.71 KB - PDF) Last update 26 February 2014

French Banking Federation

(782.46 KB - PDF) Last update 26 February 2014

Rating Focus

(28.4 KB - PDF) Last update 26 February 2014

Banking Stakeholder Group

(107.93 KB - PDF) Last update 26 February 2014

International Swaps and Derivatives Association (Industry response)

(402.04 KB - PDF) Last update 26 February 2014

German Banking Industry Committee

(104.37 KB - PDF) Last update 26 February 2014

Public hearings

Public hearing on CP on draft RTS on the conditions for assessing the materiality of extensions and changes of internal approaches for credit, market and operational risk

Registration form public hearing

(121.89 KB - Word Document) Last update 19 February 2014

Press contacts

Franca Rosa Congiu