Document 16 December 2016 EBA qualitative survey on IRB models.xlsx Download document View press release
Document 16 December 2016 Instructions for the EBA qualitative survey on IRB models (Dec 2016).pdf EBA December 2016 instructions for banks using IRB models to complete a qualitative survey assessing current modeling practices for PD and LGD under upcoming guidelines and regulatory technical standards (RTS) on credit risk. Download document View press release