ITS package for 2020 benchmarking exercise

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

The amended Commission's Implementing Regulation on benchmarking of internal models aims at adjusting the benchmarking portfolios and reporting requirements in view of the 2020 EBA benchmarking exercise. The changes aim at simplifying the portfolio's structure for the credit risk part of the exercise, and getting more insight into the model used for pricing for the market risk part of the exercise. 

Press Release

Consultation Papers