Assessment methodology for IRB approach

Topic area:
Status: 22.03.2022 |
Archived
Key words:
IRBA, Supplement
Initiative
Official name
COMMISSION DELEGATED REGULATION (EU) 2022/439 of 20 October 2021 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards for the specification of the assessment methodology competent authorities are to follow when assessing the compliance of credit institutions and investment firms with the requirements to use the Internal Ratings Based Approach
Type
Delegated Regulation
Level 2
Initiator
EBA
Submitted
12.11.2014
Doc. code
2022/439
Summary
Status
Status

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Current version
Final version
20.10.2021
Next step
Entry into force and application
Entry into force

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Application date

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Scope
Relevant for

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Associated initiatives
Level 1
CRR - Capital requirements (Articles 92-386) (non-binding, EU)
CRR (binding, Main version, EU)
Level 2
–
Level 3 / Other
Guide on assessment methodology (EGAM) (binding, EU)
Supervisory Manual on the Validation of Rating Systems under the IRBA (non-binding, EU)

Source: EBA, 2022/439, 2021