RTS zur Bewertung der Wesentlichkeit von Erweiterungen und Änderungen bei Verwendung alternativer interner Marktrisikomodelle sowie bei der Untergruppe der modellierbaren Risikofaktoren

Final Report - Draft Regulatory Technical Standards on the conditions for assessing the materiality of extensions and changes to the use of alternative internal models and changes to the subset of the modellable risk factors referred to in Article 325bc under Article 325az(8)(a) of the CRR

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 specifying the conditions for assessing the materiality of extensions and changes to the use of alternative internal models and changes to the institution’s choice of the subset of the modellable risk factors referred to in Article 325bc

29.11.2023

EBA/RTS/2024/15

Finale Fassung