Guide on assessment methodology (EGAM)

Topic area:
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
Guidance
Initiator
ECB
Submitted
05.02.2020
Doc. code
-
Summary
Status
Status

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Current version
Consultation paper
05.02.2020
Next step
Entry into force and application
In force

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To be applied

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Relevant for

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Associated initiatives
Level 1
Level 3 / Other