ITS on benchmarking of internal models 2022
Initiative
Official name
Final Report - Draft Implementing Technical Standards amending Commission Implementing Regulation (EU) 2016/2070 with regard to benchmarking of internal models
COMMISSION IMPLEMENTING REGULATION (EU) No …/... of [date] amending Implementing Regulation (EU) 2016/2070 as regards benchmark portfolios, reporting templates and reporting instructions to be applied in the Union for the reporting referred to in Article 78(2) of Directive 2013/36/EU of the European Parliament and of the Council
COMMISSION IMPLEMENTING REGULATION (EU) No …/... of [date] amending Implementing Regulation (EU) 2016/2070 as regards benchmark portfolios, reporting templates and reporting instructions to be applied in the Union for the reporting referred to in Article 78(2) of Directive 2013/36/EU of the European Parliament and of the Council
Type
Implementing regulation
Level 2
Initiator
EBA
Submitted
17.12.2020
Doc. code
EBA/ITS/2021/03
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
CRD IV
(binding, Main version, EU)
Level 2
Specific supervisory reporting requirements for market risk
(binding, Supplement, EU)
Level 3 / Other
Reporting instructions benchmarking exercise
(binding, AT)
PD & LGD estimation and the treatment of defaulted exposures
(binding, Supplement, EU)
IFRS 9 Roadmap
(non-binding, EU)
Source: EBA, EBA/ITS/2021/03, 2021