EBA clarifies the use of COVID-19-impacted data for internal credit risk models

The European Banking Authority (EBA) today published four draft principles to support supervisory efforts in assessing the representativeness of COVID-19-impacted data for banks using internal ratings based (IRB) models.

Themen

Weiterlesen mit einem PwC Plus-Abonnement

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