Regulatory Technical Standards on the calculation of credit risk adjustments

  • Status:

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.

RTS AMENDING RTS ON SPECIFICATION OF THE CALCULATION OF SPECIFIC AND GENERAL CREDIT RISK ADJUSTMENTS (ADOPTED AND PUBLISHED IN THE OFFICIAL JOURNAL)

RTS ON SPECIFICATION OF THE CALCULATION OF SPECIFIC AND GENERAL CREDIT RISK ADJUSTMENTS (ADOPTED AND PUBLISHED IN THE OFFICIAL JOURNAL)

Links

Summary of document history

Previous versions Current version Ongoing versions

EBA consults on technical standards on the calculation of credit risk adjustments

  • Status: Closed
  • Deadline: 30 SEPTEMBER 2012
Documents
FBF

(143.83 KB - PDF) Last update 28 February 2014

Download
EAPB

(48.05 KB - PDF) Last update 28 February 2014

Download
Deutsche Bank

(118.15 KB - PDF) Last update 28 February 2014

Download
EBF

(156.57 KB - PDF) Last update 28 February 2014

Download
BSA

(47.52 KB - PDF) Last update 28 February 2014

Download
German Banking Industry Committee

(99.18 KB - PDF) Last update 28 February 2014

Download
BAWAG-PSK

(2.09 MB - PDF) Last update 28 February 2014

Download
Consultation Paper

(429.73 KB - PDF) Last update 28 February 2014

Download
CBA

(135.03 KB - PDF) Last update 28 February 2014

Download
Opinion on Draft Technical Standards on the Calculation of Credit Risk Adjustments (EBA/CP/2012/10)

(91.51 KB - PDF) Last update 18 September 2014

Download
BBA

(67.33 KB - PDF) Last update 28 February 2014

Download

Consultation on amendments to RTS on credit risk adjustments in the context of the calculation of the Risk Weight

  • Status: Closed
  • Deadline: 24 SEPTEMBER 2021
Documents
Consultation paper on RTS amending RTS on CRA

(375.76 KB - PDF) Last update 24 June 2021

Download

Responses

The form is now closed.

Received responses to the EBA

Press contacts

Franca Rosa Congiu