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EBA Proposes Amendments To Technical Standards On The Mapping Of ECAIs For Securitisation Positions

<p><span>The European Banking Authority (EBA) launched today a public consultation to amend the Implementing Regulation on the mapping of credit assessments of External Credit Assessment Institutions (ECAIs) for securitisation. The changes reflect the relevant amendments introduced by the new Securitisation Framework, as well as the mappings for two ECAIs that extended their credit assessments to cover securitisations. The Implementing Regulation is part of the EU Single Rulebook for...
European Banking Authority European Union European Commission Implementing Regulation External Credit Assessment Institutions Securitisation Framework

EBA Consults On Amending Technical Standards On Benchmarking Of Internal Models

<p><span>The European Banking Authority (EBA) launched today a consultation on the amendment of the Implementing Regulation for the 2023 benchmarking of internal approaches used in credit risk and market risk. While new instruments have been included for the 2023 market risk exercise, the credit risk IRB and IFRS 9 templates have remained untouched. However, for the IRB relevant data collection, some clarifications in the instructions are proposed and some issues are discussed with a...
European Banking Authority Implementing Regulation Capital Requirements Directive

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