Regulatory Technical Standards on the calculation of credit risk adjustments

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These Regulatory Technical Standards (RTS) stem from Article 110(4) of the Capital Requirements Regulation which provides for the EBA to clarify the calculation of specific credit risk adjustments (SCRAs) and general credit risk adjustments (GCRAs) under the applicable accounting framework for (i) the determination of exposure values; (ii) the treatment of expected loss amounts; and (iii) the determination of default.

RTS AMENDING RTS ON SPECIFICATION OF THE CALCULATION OF SPECIFIC AND GENERAL CREDIT RISK ADJUSTMENTS (UNDER DEVELOPMENT)

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RTS ON SPECIFICATION OF THE CALCULATION OF SPECIFIC AND GENERAL CREDIT RISK ADJUSTMENTS (ADOPTED AND PUBLISHED IN THE OFFICIAL JOURNAL)

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