Guidelines on AMA extensions and changes

  • Status: Final and translated into the EU official languages

These Guidelines aim at harmonising processes regarding the supervisory approval of such changes and to assist institutions using the Advanced Measurement Approach (AMA) to further develop their AMA models. The Guidelines provide institutions with guidance on how to communicate AMA extensions and changes to the competent authorities and on how to define internal policies for AMA changes in line with supervisory expectations. The Guidelines do not contain requirements regarding the modelling or risk management of institutions.

Summary of document history

Previous versions Current version Ongoing versions

Consultation on Guidelines on AMA extensions and changes

  • Status: Closed
  • Deadline: 31 DECEMBER 2011
Documents
European Banking Federation (EBF)

(58.61 KB - PDF) Last update 28 February 2014

Consultation Paper

(55.01 KB - PDF) Last update 28 February 2014

British Bankers' Association

(59.52 KB - PDF) Last update 28 February 2014

UniCredit Group

(119.12 KB - PDF) Last update 28 February 2014

Czech Banking Association (CBA)

(114.97 KB - PDF) Last update 28 February 2014

Barclays Group

(27.34 KB - PDF) Last update 28 February 2014

Public hearings

Public hearing on CP on draft Guidelines on AMA extensions and changes

Registration form

(34.5 KB - Word Document) Last update 20 February 2014

Results and main conclusions of the public hearing

(33.06 KB - PDF) Last update 20 February 2014

Press contacts

Franca Rosa Congiu