archived

EBA consults on machine learning for internal ratings-based models (EBA/DP/2021/04)

The European Banking Authority (EBA) published today a discussion paper on machine learning used in the context of internal ratings-based (IRB) models to calculate regulatory capital for credit risk.

Topics

Continue reading with a PwC Plus-Subscription

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