Guide on assessment methodology (EGAM)
Initiative
Official name
ECB Guide on assessment methodology (EGAM) - Assessment methodology for the internal model method for calculating exposure to counterparty credit risk and the advanced method for own funds requirements for credit valuation adjustment risk
Type
Guidelines
Level 3 / Other
Initiator
ECB
Submitted
05.02.2020
Doc. code
-
Summary
Status
Status
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Current version
Final version
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
Assessment methodology for IRB approach
(binding, Supplement, EU)
Level 3 / Other
–
Source: ECB, ECB Guide on assessment methodology (EGAM) - Assessment methodology for the internal model method for calculating exposure to counterparty credit risk and the advanced method for own funds requirements for credit valuation adjustment risk, 2020