Guidelines on the implementation, validation and assessment of Advanced Measurement (AMA) and Internal Ratings Based (IRB) Approaches

  • Status: Final and translated into the EU official languages

These Guidelines aim at providing guidance on what supervisors should take into account when assessing an application from an institution to use the Internal Ratings Based (IRB) or Advanced Measurement (AMA) approaches for regulatory purposes. The objective is to streamline the approval process, especially for cross-border groups, and to contribute to a level-playing field for institutions using the more advanced risk measurement approaches.


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Franca Rosa Congiu