Regulatory Technical Standards and Implementing Technical Standards 2016 on benchmarking portfolio assessment standards and assessment sharing procedures

The final draft Regulatory Technical Standards (RTS) and Implementing Technical Standards (ITS) specify in detail the framework for EU institutions and competent authorities to carry out the annual supervisory benchmarking foreseen by the Capital Requirements Directive (CRD). The standards define the benchmarking portfolios as well as the methodology that competent authorities across the EU shall use in order to assess the quality of institutions' internal approaches for capital calculation purposes. This work is part of the EBA's efforts to address possible inconsistencies in the calculation of risk-weighted assets (RWAs) across the EU Single Market and to ultimately restore confidence in EU banks' capital and internal models.