Search
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
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
Principles on representativeness of COVID-19 impacted IRB relevant data.pdf
Principles that should be applied in ensuring representativeness of the IRB-relevant data impacted by the COVID-19 pandemic and related measures
Discussion paper on machine learning for IRB models.pdf
Discussion paper on machine learning for IRB models
EBA-Op-2020-12 Opinion on RTS on Downturn.pdf
Opinion on the European Commission’s amendments relating to the final draft RTS on the specification of the nature, severity and duration of an economic downturn
EBA Opinion on credit insurance EBAOp-2020-05.pdf
EBA Opinion on credit insurance
Progress report on IRB roadmap.pdf
Consultation Paper on RTS on economic downturn (EBA CP 2018 07).pdf
Consultation paper on guidelines for downturn LGD estimation (EBA CP 2018 08).pdf
Guidelines on PD and LGD estimation (EBA-GL-2017-16)_EN.pdf
Guidelines on PD and LGD estimation (EBA-GL-2017-16).pdf
EBA Report on IRB modelling practices.pdf
EBA Report on IRB modelling practices
Consultation Paper on draft RTS on the specification of the nature, severity and duration of an economic downturn (EBA-CP-2017-02).pdf
Consultation Paper on draft RTS on the specification of the nature, severity and duration of an economic downturn (EBA-CP-2017-02)
BSG response to Consultation Paper (EBA-CP-2016-21) - 10 February 2017.pdf
BSG response to Consultation Paper (EBA-CP-2016-21) - 10 February 2017
EBA qualitative survey on IRB models.xlsx
Instructions for the EBA qualitative survey on IRB models (Dec 2016).pdf
Consultation Paper on Guidelines on PD LGD estimation and treatment of defaulted assets (EBA-CP-2016-21).pdf
Consultation Paper on Guidelines on PD LGD estimation and treatment of defaulted assets (EBA-CP-2016-21)
EBA-RTS-2014-14 (Final draft RTS on Data Waiver Permission).pdf
EBA-RTS-2014-14 (Final draft RTS on Data Waiver Permission)