Principles for assessing the representativeness of COVID-19-impacted data for IRBA-banks
Initiative
Official name
Principles that should be applied in ensuring representativeness of the IRB-relevant data impacted by the COVID-19 pandemic and related measures
Type
Manual
Level 3 / Other
Initiator
EBA
Submitted
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
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Level 2
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Level 3 / Other
Supervisory Manual on the Validation of Rating Systems under the IRBA
(non-binding, EU)
Source: EBA, Principles that should be applied in ensuring representativeness of the IRB-relevant data impacted by the COVID-19 pandemic and related measures, 2022