Regulatory Technical Standards on assessment methodology for IRB approach

  • Status: Adopted and published in the Official Journal of the EU

The Regulatory Technical Standards (RTS) on assessment methodology for internal ratings-based (IRB) approach are a key component of the EBA’s work to ensure consistency in models outputs and comparability of risk-weighted exposures. These RTS will contribute to harmonise the supervisory assessment methodology across all EU Member States.

Summary of document history

Previous versions Current version Ongoing versions

Consultation on Regulatory Technical Standards on assessment methodology for IRB approach

  • Status: Closed
  • Deadline: 12 MARCH 2015
Documents
Consultation paper

(1.06 MB - PDF) Last update 13 February 2015

BSG response to Consultation Paper (EBA- CP - 2014 -36) - 9 March 2015

(316.34 KB - PDF) Last update 16 March 2015

Responses

The form is now closed.

Public hearings

Public hearing on CP on RTS on assessment methodology for IRB Approach

Presentation

(1.47 MB - PDF) Last update 11 February 2015

Press contacts

Franca Rosa Congiu