RTS on the valuation methodology for the use of internal models for market risk
Initiative
Official name
EBA FINAL draft Regulatory Technical Standards on the specification of the assessment methodology for competent authorities regarding compliance of an institution with the requirements to use internal models for market risk and assessment of significant share under points (b) and (c) of Article 363(4) of Regulation (EU) No 575/2013
Type
Delegated Regulation
Level 2
Initiator
EBA
Submitted
14.12.2015
Doc. code
EBA/RTS/2016/07
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
Level 1
CRR - Capital requirements (Articles 92-386)
(binding, EU)
CRR
(binding, Main version, EU)
Level 2
ITS on Benchmarking of internal models 2024
(binding, Amendment, EU)
Level 3 / Other
Guide on assessment methodology (EGAM)
(binding, EU)
Source: EBA, EBA/RTS/2016/07, 2016