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EBA Report results from the 2023 Market Risk benchmarking exercise
Consultation paper on draft RTS on RRAO exemption
Consultation paper on draft RTS on Extraordinary Circumstances.pdf
Consultation paper on draft RTS on extraordinary circumstances for continuing the use of an internal model
EBA Report on standardised approaches under counterparty credit risk.pdf
Report on standardised approaches under counterparty credit risk
Consultation paper on draft RTS on assessment methodology.pdf
Consultation Paper on draft RTS on the assessment methodology under which competent authorities verify an institution’s compliance with the internal model approach
EBA Report results from the 2022 Market Risk Benchmarking Exercise.pdf
Report results from the 2022 market risk benchmarking exercise
(EBA-OP-2023-02 ) Opinion on the application of the new boundary provisions.pdf
Opinion on the application of the provisions relating to the boundary between trading book and banking book
ANNEX ITS on diversified indices 2022.pdf
Annex on diversified indices
Updated ITS on diversified indices 2022.pdf
Updated ITS on diversified indices
Final Report on draft RTS on PD and LGD under the internal default risk model.pdf
Final Report on draft RTS on PD and LGD under the internal default risk model
EBA Report on the 2021 Market Risk Benchmarking Exercise.pdf
Report on the 2021 Market Risk Benchmarking Exercise
Final draft RTS on emerging markets and advanced economies for equity risk.pdf
Final draft RTS on emerging markets and advanced economies for equity risk
EBA-RTS-2021-09 (Final draft RTS on gross JTD amounts).pdf
Final draft RTS on gross jump-to-default amounts
Final Report on draft RTS on RRAO.pdf
Final Report on draft RTS on residual risk add-on
Guidelines on use of data inputs in the IMA.pdf
Final Report on Guidelines on criteria for the use of data inputs in the risk-measurement model
CP on draft RTS on Advanced economies for equity risk.pdf
Consultation paper on draft RTS on Advanced economies for equity risk
EBA Report results from the 2020 Market Risk Benchmarking Exercise.pdf
EBA Report results from the 2020 Market Risk Benchmarking Report
CP draft RTS on RRAO.pdf
Consultation paper on draft RTS on residual risk add-on
Consultation Paper on draft RTS on gross JTD amounts.pdf
Consultation Paper on draft RTS on gross JTD amounts