The European Banking Authority (EBA) has released a Handbook on supervisory benchmarking of internal models.
The online tool offers guidance and links to relevant documents and information for supervisory benchmarking, with overviews for all applicable Q&As related to credit risk, market risk, and IFRS9 benchmarking. Additionally, more detailed information is provided for key credit risk elements of the data submission. The Handbook will be regularly updated and will replace the Single Rulebook Q&A tool for supervisory benchmarking Q&As. A new Q&A submission form for supervisory benchmarking Q&As has also been created and is available on the Handbook’s webpage.
Other Features
banks
benchmark
credit
IFRS
model
own funds
risk
Date Published: 2023-03-16
Regulatory Framework: Capital Requirements Directive IV (CRD IV)
Regulatory Type: procedure
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