RTS on the assessment of the materiality of extensions and changes to the use of alternative internal models for market risk as well as to the subset of the modellable risk factors
Initiative
Official name
Consultation Paper - Draft Regulatory Technical Standards on the conditions for assessing the materiality of extensions and changes to the use of alternative internal models and changes to the subset of the modellable risk factors referred to in Article 325bc under Article 325az(8)(a) of the CRR
COMMISSION DELEGATED REGULATION (EU) …/… of XXX supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards specifying the conditions for assessing the materiality of extensions and changes to the use of alternative internal models and changes to the institution’s choice of the subset of the modellable risk factors referred to in Article 325bc
COMMISSION DELEGATED REGULATION (EU) …/… of XXX supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards specifying the conditions for assessing the materiality of extensions and changes to the use of alternative internal models and changes to the institution’s choice of the subset of the modellable risk factors referred to in Article 325bc
Type
Delegated Regulation
Level 2
Initiator
EBA
Submitted
29.11.2023
Doc. code
EBA/CP/2023/36
Summary
Status
Status
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Current version
Consultation paper
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
Source: EBA, EBA/CP/2023/36, 2023