Executive Summary of the 2021 Annual Report.pdf
Executive Summary of the 2021 Annual Report
Executive Summary of the 2021 Annual Report
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