The EBA publishes final standards for assessing the materiality of extensions and changes to new market risk internal models (EBA/RTS/2024/15)

The EBA today published its final draft RTS on the conditions for assessing the materiality of model extensions and changes, as well as changes to the subset of modellable risk factors, applicable under the FRTB rules.

Themen

Weiterlesen mit einem PwC Plus-Abonnement

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