Consultation paper on guidelines to the Incremental Default and Migration Risk Charge (IRC)

  • Consultation
  • 15 JANUARY 2012
  • CP49

The EBA publishes today a consultation paper on guidelines to the Incremental Default and Migration Risk Charge (IRC). 

Documents

UniCredit

(141.64 KB - PDF) Last update 28 February 2014

Consultation Paper

(484.83 KB - PDF) Last update 28 February 2014

Deutsche Bank

(162.44 KB - PDF) Last update 28 February 2014

Associazione Bancaria Italiana (ABI)

(28.13 KB - PDF) Last update 28 February 2014

Die Deutsche Kreditwirtschaft

(183.28 KB - PDF) Last update 28 February 2014

Barclays Capital

(1.28 MB - PDF) Last update 28 February 2014

ING

(19.61 KB - PDF) Last update 28 February 2014

Credit Agricole

(135.94 KB - PDF) Last update 28 February 2014

ISDA - AFME (Cover Letter)

(217.34 KB - PDF) Last update 28 February 2014

Svenska Bankforeningen

(1.18 MB - PDF) Last update 28 February 2014

ISDA - AFME

(155.68 KB - PDF) Last update 28 February 2014

Federation Bancaire Francaise

(3.31 MB - PDF) Last update 28 February 2014