Consultation on amending ITS on the benchmarking of approaches for calculating own funds requirements – 2027 market risk benchmarking exercise

  • Consultation
  • 17 JULY - 3 SEPTEMBER 2026
  • EBA/CP/2026/11

Responses

Responses to the consultations can be sent to the EBA.

All contributions received will be published after the consultation closes, unless requested otherwise.

Deadline for submitting responses: 03/09/2026 at 23:59

Documents

Consultation Paper on amending ITS on the 2027 market risk benchmarking exercise

(758.82 KB - PDF)

Annex 1 (Booking instructions)

(226.29 KB - PDF)

Annex 6 (Templates)

(537.72 KB - Excel Spreadsheet)

Annex 5 (MR Templates Instructions)

(760.71 KB - PDF)

Annex 3 (MR Instruments and portfolios)

(516.09 KB - PDF)

Annex 2 (MR Relevant dates of the exercise)

(140.36 KB - PDF)