Future of the IRB Approach

Topic area:
Status: 09.02.2016 |
Archiviert
Key words:
IRBA, Default
Initiative
Official name
Future of the IRB Approach
Type
Discussion paper
Level 3 / Other
Initiator
EBA
Submitted
04.03.2015
Doc. code
EBA/Op/2016/01
Summary
Status
Status

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Current version
Final version
04.02.2016
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
–
Level 2
RTS on downturn LGD (binding, Supplement, EU)
Level 3 / Other
Finalisation of the IRB regulatory review (non-binding, EU)
Harmonised definition of default (binding, Supplement, EU)

Source: EBA, EBA/Op/2016/01, 2016