EBA final RTS on the conditions for assessing the materiality of extensions and changes of internal approaches when calculating own funds requirements for market risk (EBA/RTS/2014/10)

These RTS specify the conditions for assessing the materiality of extensions and changes to: the Internal Rating Based approach (IRB approach) for credit risk; the Advanced Measurement Approach (AMA) for operational risk and the Internal Models Approach (IMA) for market risk.