ITS package for 2023 benchmarking exercise

  • Status: Final draft RTS/ITS adopted by the EBA and submitted to the European Commission

The amended Commission’s Implementing Regulation on benchmarking of credit risk, market risk and IFRS9 models so as to include some new elements for the 2023 exercise. While new instruments have been included for the 2023 market risk exercise, the credit risk IRB and IFRS 9 templates have remained untouched.

Summary of document history

Previous versions Current version Ongoing versions

Consultation paper on ITS on amending Commission Implementing Regulation on benchmarking of internal models

  • Status: Closed
  • Deadline: 18 FEBRUARY 2022
Documents
Consultation paper on ITS on amending Commission Implementing Regulation on benchmarking of internal models

(461.09 KB - PDF) Last update 17 December 2021

Annex 5

(597.5 KB - PDF) Last update 17 December 2021

Annex 6

(504.9 KB - PDF) Last update 17 December 2021

Annex 4

(398.99 KB - PDF) Last update 17 December 2021

Responses

The form is now closed.

Public hearings

Public hearing on the Draft ITS 2023 on the Benchmarking of internal models

Presentation

(534.88 KB - PDF) Last update 14 February 2022

Press contacts

Franca Rosa Congiu