Risk_Assessment_Report_2022_Annex.xlsx
Risk Assessment Report 2022 Annex
Risk Assessment Report 2022 Annex
Executive Summary of the 2021 Annual Report
European Banking Authority (EBA) data protection notice for the 2023 TFIS Seminar, outlining personal data processing, participant rights, and compliance with EUDPR for the virtual Basel III monitoring exercise update.
The European Banking Authority (EBA) publishes today a consultation paper to amend the Implementing Regulation on the benchmarking of credit risk, market risk and IFRS9 models for the 2024 exercise. The most significant change is the roll out of the data collection for the benchmarking of accounting metrics (IFRS9) to high default portfolios (HDP). For market risk it is proposed to add new templates for the collection of additional information, notably the Default Risk Charge (DRC) and the Residual Risk Add-On (RRAO). For credit risk, only minor changes are proposed.
Annexes (zip)
Consultation paper on draft ITS amending Commission Implementing Regulation on benchmarking of internal models
Item 7 - The reporting landscape in the next years - IReF