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EBA FINAL draft RTS on Back‐testing requirements and Profit and Loss attribution requirements under Article 325bf(9) and 325bg(4) of Regulation (EU) No 575/2013 (revised Capital Requirements Regulation ‐ CRR2) (EBA/RTS/2020/02)

The European Banking Authority (EBA) published its final draft Regulatory Technical Standards (RTS) on the new Internal Model Approach (IMA) under the Fundamental Review of the Trading Book (FRTB). These technical standards conclude the first phase of the EBA roadmap towards the implementation of the market and counterparty credit risk frameworks in the EU.

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• Risk & Regulation