Regulatory Technical Standards on assessment methodology for IRB approach
- Status: Adopted and published in the Official Journal of the EU
The Regulatory Technical Standards (RTS) on assessment methodology for internal ratings-based (IRB) approach are a key component of the EBA’s work to ensure consistency in models outputs and comparability of risk-weighted exposures. These RTS will contribute to harmonise the supervisory assessment methodology across all EU Member States.
Summary of document history
Draft Regulatory Technical Standards on assessment methodology for IRB approach
- Status: In force
- Application date:
- Compliance deadline:
Documents
Final Draft RTS on Assessment Methodology for IRB
(2.35 MB - PDF) Last update 21 July 2016
Links
Press contacts
Franca Rosa Congiu