EBA consults on technical elements for the implementation of the alternative standardised approach for market risk as part of its FRTB roadmap (EBA/CP/2021/09 and EBA/CP/2021/10)
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The European Banking Authority (EBA) launched today two public consultations on its draft Regulatory Technical Standards (RTS) on gross jump-to-default (JTD) amounts and its draft RTS on residual risk add-on (RRAO).
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