EBA Launches Consultation To Amend Standards On Benchmarking Of Internal Models
EBA Launches Consultation To Amend Standards On Benchmarking Of Internal Models Date 17/12/2020 The European Banking Authority (EBA) published today a consultation paper proposing to amend the EU Commission’s Implementing Regulation on the benchmarking of credit risk, market risk and IFRS9 models so as to include some new elements for the 2022 exercise. The EBA benchmarking exercise forms the basis for both supervisory assessment and horizontal analysis of internal models. It ensures consistent monitoring of the impact of the several different supervisory and regulatory measures aiming...