ITS package for 2024 benchmarking exercise

Under development

The amended European Commission’s Implementing Regulation on the benchmarking of credit risk, market risk and IFRS9 models  so as to include some new elements for the 2024 exercise. The most significant change is the roll out of the data collection for the benchmarking of accounting metrics (IFRS9) to high default portfolios (HDP). 


Consultation Papers