The EBA is mandated to develop Binding Technical Standards (BTS), Guidelines and Reports to assess internal models with the aim of ensuring a harmonised implementation of the rules for Internal Rating Based (IRB) Approaches for credit risk, Internal Model Methods (IMM) for counterparty credit risk, Advanced Measurement Approaches (AMA) for operational risk and Internal Models Approaches (IMA) for market risk. The common denominator of this mandate is to harmonise the fundamentals of internal modeling governance related to the different types of risk. This should ensure consistency of practices within and across the different approaches while allowing for risk-specific requirements.
Technical Standards, Guidelines & Recommendations
Opinions, Reports and other Publications