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