EBA publishes final Guidelines for the use of data inputs in the expected shortfall risk measure under the Internal Model Approach (EBA/GL/2021/07)

The Guidelines, which are part of the deliverables included in the roadmap for the new market and counterparty credit risk approaches, will be applicable from 1 January 2022.

Themen

Weiterlesen mit einem PwC Plus-Abonnement

  • qualitätsgesicherte Quellen
  • tägliche Updates
  • vollständige Filterfunktion von Artikeln
  • Verteilung via anpassbarem Alert
Zum Anfang