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The EBA publishes responses to two consultations (CP48 and CP49)

20 January 2012

The EBA publishes today the responses to two consultation papers :

- CP49 : consultation paper on guidelines to the Incremental Default and Migration Risk Charge (IRC).

- CP48 : consultation paper on guidelines to the Stressed Value At Risk (Stressed VaR).

Press contacts:
Ms. Franca Rosa Congiu
Tel: +44 20 7382 1781
francarosa.congiu@eba.europa.eu
www.eba.europa.eu

Mr. Romain Sadet
Tel: +44 20 7997 5914
romain.sadet@eba.europa.eu

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