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Regulatory Technical Standards on the treatment of equity exposures under the IRB Approach
These Regulatory Technical Standards (RTS) specify the treatment of equity exposures under the internal ratings-based (IRB) approach. According to the Capital Requirements Regulation (CRR) competent authorities are allowed to temporarily exempt from IRB treatment certain equity exposures held by institutions as at 31 December 2007. These RTS specify the conditions under which competent authorities can grant such an exemption.
Regulatory Technical Standards on disclosure of information related to the countercyclical capital buffer
Regulatory Technical Standards on the calculation of credit risk adjustments
Regulatory Technical Standards on conditions for capital requirements for mortgage exposures
Regulatory Technical Standards on the conditions for assessing the materiality of extensions and changes of internal approaches for credit, market and operational risk
Regulatory Technical Standards on the method for the identification of the geographical location of the relevant credit exposures
Regulatory Technical Standards in relation to credit valuation adjustment risk
Mechanistic references to credit ratings in the ESAs’ guidelines and recommendations
The Joint Committee of the European Supervisory Authorities (EBA, ESMA and EIOPA - ESAs) consults the public on the removal of mechanistic references to credit ratings in their guidelines and on the definition of sole and mechanistic reliance on such ratings.