Reporting modules by name

SBP_IFRS9
Framework release v4.0
Effective as of Status Superseded

Supervisory Benchmarking - IFRS9 benchmarking

Roll out for the benchmarking of accounting metrics (IFRS9) to high default portfolios (HDP). 

Due to the complexity to fully reconstruct the historical record, it has been agreed to assume that the change occurred at version 4.0. Consequently, only subsequent modifications will be reflected in the TT.

EBA-ITS- 2024-07 Draft ITS on benchmarking of internal models_0.pdf - EN Annex 8_ITS_2024.xlsx - EN Annex 9_ITS_2024.docx - EN
SBP_IFRS9
Framework release v3.3
Effective as of Status Superseded

Supervisory Benchmarking - IFRS9 benchmarking

ITS package for the 2024-exercise (end-2023 data): IFRS 9 benchmarking

Pending adoption by the European Commission

  • Reporting obligation: Please refer to consolidated version of the ITS in conjunction with the amending ITS presented below
  • Portfolios (Annexes I and II, templates 101 and 104)
  • Reporting templates (Annex VIII)
  • Reporting instructions (Annex IX)
ITS amending Commission Implementing Regulation on benchmarking of internal models_0.pdf - EN Annex 8_ITS_2024.xlsx - EN Annex 9_ITS_2024.docx - EN Annex 1_ITS_2024_0.xlsx - EN Annex 2_ITS_2024_0.docx - EN