Consultation Paper on ITS amending Com Impl. Regulation EU 2016-2070 on Benchmarking (EBA-CP-2017-23).pdf
Consultation Paper on ITS amending Com Impl. Regulation EU 2016-2070 on Benchmarking (EBA-CP-2017-23)
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Annex 7 (Market risk templates).xls
Annex 4 (Credit risk reporting instructions).pdf
EBA instructions for credit risk reporting under supervisory benchmarking portfolios – detailing requirements for low and high default portfolios, internal model definitions, and exposure classifications under CRR and Implementing Regulation (EU) No 680/2014.
Annex 2 (Credit risk portfolio definitions).pdf
EBA Annex II defines supervisory benchmarking portfolios for credit risk, detailing low and high default portfolio classifications, counterparty identification, exposure types, and regulatory approaches under IRB frameworks for EU banking supervision.
Annex 3 (Credit risk reporting templates).xlsx
Annex 1 (Credit risk portfolios).xlsx
Annex 5 (Market Risk instruments and portfolios).pdf
European Banking Authority (EBA) annex detailing market risk benchmarking instruments and portfolios under EU Regulation 575/2013 (CRR), including valuation rules, risk calculation methods, and submission requirements for banks in the 2018 exercise.
Annex 6 (Market risk template reporting instructions).pdf
European Banking Authority (EBA) reporting instructions for market risk supervisory benchmarking portfolios under CRR, detailing templates for initial market valuation, VaR, sVaR, profit & loss time series, IRC, and correlation trading models.