RTS für Standards zur Bewertung von Marktrisikomodelle zur Überprüfung des Handelsbuchs

Final reportDraft regulatory technical standards on the assessment methodology under which competent authorities verify an institution’s compliance with the internal model approach as per Article 325az(8) of Regulation (EU) No 575/2013 (Capital Requirements Regulation 2 - CRR2) - COMMISSION DELEGATED REGULATION (EU) …/… of XXX supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards on the assessment methodology under which competent authorities verify an institution’s compliance with the requirements set out in Articles 325bh, 325bi, 325bn, 325bo and 325bp of that Regulation

24.03.2023

EBA/RTS/2023/05

Finale Fassung