archived

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)

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).

Topics

Continue reading with a PwC Plus-Subscription

  • verified Information source
  • daily updates
  • completely searchable articles (with refiner)
  • tailored alert
To the top