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EBA amends technical standards on benchmarking of internal approaches
The European Banking Authority (EBA) published today an amended version, submitted to the EU Commission, of its Implementing Technical Standards (ITS) on benchmarking of internal approaches, for running the 2017 exercise . The amended ITS will assist Competent Authorities in their 2017 assessment of internal approaches both for credit risk, and for market risk.
EBA publishes updated ITS package for 2018 benchmarking exercise
The European Banking Authority (EBA) published today an update to its Implementing Technical Standards (ITS) on benchmarking of internal approaches, which define the benchmarking portfolios for the 2018 benchmarking exercise.
EBA publishes updated ITS package for 2019 benchmarking exercise
The European Banking Authority (EBA) published today an update to its Implementing Technical Standards (ITS) on benchmarking of internal approaches. The ITS include all benchmarking portfolios that will be used for the 2019 benchmarking exercise.
EBA consults on amended technical standards on benchmarking of internal models
The European Banking Authority (EBA) launched today a consultation to amend the Commission Implementing Regulation on benchmarking of internal models to adjust the benchmarking portfolios and reporting requirements in view of the benchmarking exercise the EBA will carry out in 2019. The proposed changes reduce uncertainties in the credit risk portfolios, thus aiming at fostering a common and coherent interpretation and implementation of the reporting requirements across EU institutions. The consultation will run until 31 January 2018.
EBA launches consultation to amend Regulation on benchmarking of internal models
The European Banking Authority (EBA) launched today a consultation to amend the Commission’s Implementing Regulation on benchmarking of internal models to adjust the benchmarking portfolios and reporting requirements in view of the benchmarking exercise it will carry out in 2020. The proposed changes aim at simplifying the portfolio’s structure for the credit risk part of the exercise, and getting more insights into the model used for pricing for the market risk part of the exercise. The consultation will run until 1 February 2019.