RTS on extraordinary circumstances for the deviation from requirements in the area of market risk.
Initiative
Official name
Consultation Paper - Draft Regulatory Technical Standards on extraordinary circumstances for continuing the use of an internal model or discarding certain back-testing overshootings under Article 325az(9) 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 extraordinary circumstances under which competent authorities may permit an institution to continue using its alterantive internal model for the purpose of calculatinghte own funds requirements for market risks or to discard certain back-testing overshootings
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 extraordinary circumstances under which competent authorities may permit an institution to continue using its alterantive internal model for the purpose of calculatinghte own funds requirements for market risks or to discard certain back-testing overshootings
Type
Delegated Regulation
Level 2
Initiator
EBA
Submitted
03.08.2023
Doc. code
EBA/CP/2023/19
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/2023/19, 2023