Supervisory Manual on the Validation of Rating Systems under the IRBA

Topic area:
Status: 09.08.2023 |
Aktuell
Key words:
Internal governance, IRBA
Initiative
Official name
Supervisory Handbook on the Validation of Rating Systems under the Internal Ratings Based Approach
Type
Manual
Level 3 / Other
Initiator
EBA
Submitted
28.07.2022
Doc. code
EBA/REP/2023/29
Summary
Status
Status

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Current version
Final version
07.08.2023
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
–
Level 2
Assessment methodology for IRB approach (binding, Supplement, EU)
Level 3 / Other
Principles for assessing the representativeness of COVID-19-impacted data for IRBA-banks (binding, EU)

Source: EBA, EBA/REP/2023/29, 2023