Supervisory handbook on the validation of IRB rating systems.pdf
Supervisory handbook on the validation of IRB rating systems
Supervisory handbook on the validation of IRB rating systems
Follow-up report on the use of machine learning for internal ratings-based models
Consultation paper on the supervisory handbook on the validation of IRB rating systems
Principles that should be applied in ensuring representativeness of the IRB-relevant data impacted by the COVID-19 pandemic and related measures
Discussion paper on machine learning for IRB models
Opinion on the European Commission’s amendments relating to the final draft RTS on the specification of the nature, severity and duration of an economic downturn
EBA Opinion on credit insurance
EBA Report on IRB modelling practices
Consultation Paper on draft RTS on the specification of the nature, severity and duration of an economic downturn (EBA-CP-2017-02)
BSG response to Consultation Paper (EBA-CP-2016-21) - 10 February 2017
Consultation Paper on Guidelines on PD LGD estimation and treatment of defaulted assets (EBA-CP-2016-21)
EBA-RTS-2014-14 (Final draft RTS on Data Waiver Permission)
Final draft RTS on market risk model extensions and changes