EBA-RTS-2014-10 (Final draft RTS on mkt risk model extensions and changes).pdf
Final draft RTS on market risk model extensions and changes
Final draft RTS on market risk model extensions and changes
The European Banking Authority (EBA) published today its final Regulatory Technical Standards (RTS) specifying the conditions for assessing the materiality of extensions and changes of the Internal Models Approach (IMA) for market risk. These RTS complement and amend the standards on the rules for credit and operational risk which were adopted and published in the EU Official Journal on 20 May 2014.
Consultation Paper on draft Regulatory Technical Standards on the conditions according to which competent authorities may grant permission for data waiver
The European Banking Authority (EBA) published today its final regulatory technical standards (RTS) specifying the conditions for assessing the materiality of extensions and changes of internal approaches for credit and operational risk. These RTS will be part of the Single rulebook aimed at enhancing regulatory harmonisation in Europe.
European Banking Authority Technical Standards - Final draft Regulatory Technical Standards (RTS) on the conditions for assessing the materiality of extensions and changes of internal
approaches when calculating own funds requirements for credit and operational risk (EBA/RTS/2013/06)
The European Banking Authority (EBA) launches today a consultation on draft technical standards (RTS) aimed at specifying the conditions for assessing the materiality of extensions and changes to internal approaches when calculating own funds requirements for credit, market and operational risk. These RTS will be part of the Single rulebook aimed at enhancing regulatory harmonisation in Europe. The consultation runs until 11 June 2013.
PH on draft RTS on the conditions for assessing the materiality of extensions and changes - Registration form