RTS for standards for the assessment of market risk models for reviewing the trading book
Initiative
Official name
Final report -Draft Regulatory Technical Standards on the assessment methodology under which competent authorities verify an institution’s compliance with the internal modelapproach as per Article 325az(8) of Regulation (EU) No 575/2013 (Capital Requirements Regulation 2 - CRR2) -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 on the assessment methodology under which competent authorities verify an institution’s compliance with the requirements set out in Articles 325bh, 325bi, 325bn, 325bo and 325bp of that Regulation
Type
Delegated Regulation
Level 2
Initiator
EBA
Submitted
24.03.2023
Doc. code
EBA/RTS/2023/05
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
Source: EBA, EBA/RTS/2023/05, 2023