RTS on materiality of model changes and extensions

Topic area:
Status: 11.11.2014 |
Archived
Key words:
IRBA, Market risk, Counterparty credit risks, OpRisk, Supplement
Initiative
Official name
COMMISSION DELEGATED REGULATION (EU) No 529/2014 of 12 March 2014 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards for assessing the materiality of extensions and changes of the Internal Ratings Based Approach and the Advanced Measurement Approach
Type
Delegated Regulation
Level 2
Initiator
EBA
Submitted
11.03.2013
Doc. code
529/2014
Summary
Status
Status

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Current version
Final version
12.03.2014
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
CRR - Capital requirements (Articles 92-386) (non-binding, EU)
CRR (binding, Main version, EU)
Level 2
Assessing the materiality of extensions and changes of internal approaches (binding, Amendment, EU)
Level 3 / Other
PD & LGD estimation and the treatment of defaulted exposures (binding, Supplement, EU)
Materiality assessment for IMM and A-CVA model extensions (binding, EU)

Source: EBA, 529/2014, 2014