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The EBA consults on regulatory products on Initial Margin Model Authorisation
The European Banking Authority (EBA) today launched two public consultations on draft Guidelines and draft Regulatory Technical Standards (RTS) on initial margin model authorisation (IMMA) under the European Market Infrastructure Regulation (EMIR). These consultations mark an important step in ensuring that models used for the exchange of initial margin for non-centrally cleared derivatives are subject to a robust, efficient and harmonised authorisation process across the EU. The consultations run until 17 June 2026.
Consultation on Regulatory Technical Standards on the authorisation of initial margin models
Regulatory Technical Standards on the authorisation of initial margin models
The EBA consults on Draft Guidelines on the methodology to estimate and apply credit conversion factors under the Capital Requirements Regulation
The European Banking Authority (EBA) today launched a public consultation on its draft Guidelines on the methodology institutions shall apply for their own estimation and application of credit conversion factors (CCF) under the Capital Requirements Regulation (CRR). The consultation runs until 15 October 2025.
Consultation paper on draft guidelines on Credit Conversion Factor estimation
Consultation on Draft Guidelines on the methodology to estimate and apply credit conversion factors under the Capital Requirements Regulation
Guidelines on the methodology to estimate and apply credit conversion factors under the Capital Requirements Regulation
The EBA provides its technical advice to the European Commission on fees to validate pro forma models under the European Market Infrastructure Regulation
The European Banking Authority (EBA) today published its response to the European Commission’s Call for Advice on fees to validate pro forma models under the European Market Infrastructure Regulation (EMIR).
Public hearing on Regulatory Technical Standards on the conditions for assessing the materiality of extensions and changes of internal approaches for credit, market and operational risk
The EBA consults on draft technical standards that specify material changes and extensions to the Internal Ratings Based approach
The European Banking Authority (EBA) today launched a public consultation on its draft Regulatory Technical Standards (RTS) clarifying and enhancing the conditions for assessing material model changes (MMC) and extensions following a review of the related Delegated Regulation. This review aimed to align the existing RTS with the amendments brought in by the Capital Requirements Regulation (CRR 3), and to introduce amendments to enhance the supervisory effectiveness of the approval process for model changes. The consultation runs until 10 March 2025.
Statement on the application of CRR 3 in the area of credit risk for the Internal Ratings Based Approach
EBA clarifies the operational application of CRR 3 in the area of credit risk modelling
The European Banking Authority (EBA) welcomes the entry into force of the new European Banking Package, which implements the final Basel III framework into EU regulation. To ensure a smooth operational implementation of the Banking Package, the EBA encourages institutions and competent authorities to engage in an active dialogue.
EBA updates timeline for the implementation of the IRB roadmap and publishes its final supervisory handbook for the validation of IRB rating systems
The European Banking Authority (EBA) today updated its roadmap for the implementation of internal ratings based (IRB) model requirements to limit compliance costs for institutions. The EBA also published its final supervisory handbook for the validation of internal ratings based (IRB) rating systems to clarify the role of the validation function as part of corporate governance.
Supervisory handbook on the validation of IRB rating systems.pdf
Supervisory handbook on the validation of IRB rating systems
Follow-up report on machine learning for IRB models.pdf
Follow-up report on the use of machine learning for internal ratings-based models
The EBA publishes follow-up Report on the use of machine learning for internal ratings-based models
The European Banking Authority (EBA) published today a follow-up Report presenting the feedback received during the consultation on machine learning (ML) used in the context of internal ratings-based (IRB) models. This follow-up Report summarises the main conclusions from the consultation and provides an overview of the current use cases of ML techniques for IRB models.
Consultation on supervisory handbook on the validation of rating systems under the Internal Ratings Based approach
EBA consults on supervisory handbook for the validation of internal ratings based systems
The European Banking Authority (EBA) launched today a consultation on its supervisory handbook for the validation of internal ratings based systems. This handbook clarifies the role of the validation function as part of corporate governance, in particular in terms of scope of work and interaction with the credit risk control unit. The consultation runs until 28 October 2022.
Consultation paper on the supervisory handbook on the validation of IRB rating systems.pdf
Consultation paper on the supervisory handbook on the validation of IRB rating systems