16 March 2023
The European Banking Authority (EBA) published today a Handbook on supervisory benchmarking of internal models. The Handbook is an online tool that provides guidance and links to relevant documents and information for the supervisory benchmarking to facilitate their accessibility. In particular, the Handbook includes overviews for all applicable Q&As relevant to credit risk, market risk and IFRS9 benchmarking. More detailed information is also provided for the key credit risk elements of the data submission. The Handbook will be regularly updated.
With the publication of the Handbook, Q&As for supervisory benchmarking will no longer be included in the Single Rulebook Q&A tool. Furthermore, a new Q&A submission form for supervisory benchmarking Q&As has been created and is available on the webpage of the handbook.
Franca Rosa Congiu