EBA consults on assessment methodology for IRB approach
The European Banking Authority (EBA) launched today a consultation on its draft Regulatory Technical Standards (RTS) on assessment methodology for internal ratings-based (IRB) approach. These draft RTS are a key component of the EBA’s work to ensure consistency in models outputs and comparability of risk-weighted exposures and will contribute to harmonise the supervisory assessment methodology across all EU Member States.. The consultation runs until 12 March 2015.