Materiality assessment for IMM and A-CVA model extensions

Topic area:
Status: 27.09.2017 |
Archived
Key words:
Counterparty credit risks, Market risk
Initiative
Official name
ECB Guide on materiality assessment (EGMA) – Materiality assessment for IMM and A-CVA model extensions and changes
Type
Guidelines
Level 3 / Other
Initiator
ECB
Submitted
16.12.2016
Doc. code
-
Summary
Status
Status

Get a subscription to have access to the whole content.

Current version
Final version
25.09.2017
Next step
Entry into force and application
Entry into force

Get a subscription to have access to the whole content.

Application date

Get a subscription to have access to the whole content.

Scope
Relevant for

Get a subscription to have access to the whole content.

Associated initiatives
Level 1
CRR (binding, Main version, EU)
Level 2
Assessing the materiality of extensions and changes of internal approaches (binding, Amendment, EU)
RTS on materiality of model changes and extensions (binding, Supplement, EU)
Level 3 / Other
–

Source: ECB, ECB Guide on materiality assessment (EGMA) – Materiality assessment for IMM and A-CVA model extensions and changes, 2017