RTS for standards for the assessment of market risk models for reviewing the trading book

Topic area:
Status: 18.06.2024 |
Aktuell
Key words:
Market risk, Supplement
Initiative
Official name
Commission Delegated Regulation (EU) 2024/1085 of 13 March 2024 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 to use internal models for market risk
Type
Delegated Regulation
Level 2
Initiator
EBA
Submitted
24.03.2023
Doc. code
2024/1085
Summary
Status
Status

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Current version
Final version
13.03.2024
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 (binding, Main version, EU)
Level 2
–
Level 3 / Other
–

Source: EBA, 2024/1085, 2024