Factsheets

The estimation risk and the IRB formula.pdf

EBA staff paper analysing estimation risk in the Internal Ratings-Based (IRB) approach under Basel II, proposing a correction method for probability of default bias to improve capital requirement accuracy and regulatory conservatism.

Katalin Mero 2020_Redacted.pdf

Declaration of commitment and interests by Katalin Mero, member of the Board of Appeal of the European Supervisory Authorities (EBA, EIOPA, ESMA), under Article 59(6) of EU Regulations 1093/2010, 1094/2010, and 1095/2010, affirming independence and absence of conflicts of interest.

Michele Siri 2020.pdf

Declaration of commitment and interests by Michele Siri as a member of the Board of Appeal of the European Supervisory Authorities (EBA, EIOPA, ESMA), affirming independence and absence of conflicts under EU Regulations 1093/2010, 1094/2010, and 1095/2010.

Niamh Moloney 2020.pdf

Niamh Moloney’s 2020 declaration of commitment and interests as a member of the Board of Appeal of the European Supervisory Authorities (EBA, EIOPA, ESMA), affirming independence and absence of conflicts under EU Regulations 1093/2010, 1094/2010, and 1095/2010.

Anna Konstantinou 2020_Redacted.pdf

Declaration of commitment and interests by Anna Konstantinou as a member of the Board of Appeal of the European Supervisory Authorities (EBA, EIOPA, ESMA), affirming independence and absence of conflicts under EU Regulations 1093/2010, 1094/2010, and 1095/2010.