ITS on Benchmarking of internal models 2024

Topic area:
Status: 11.03.2024 |
Current
Key words:
IRBA, IFRS, Market risk, Regulatory reporting, Amendment
Initiative
Official name
COMMISSION IMPLEMENTING REGULATION (EU) 2024/348 of 19 January 2024 amending the implementing technical standards laid down in Commission Implementing Regulation (EU) 2016/2070 as regards benchmark portfolios, reporting templates and reporting instructions for the reporting referred to in Article 78(2) of Directive 2013/36/EU of the European Parliament and of the Council
Type
Implementing regulation
Level 2
Initiator
EBA
Submitted
08.12.2022
Doc. code
(EU) 2024/348
Summary
Status
Status

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Current version
Final version
19.01.2024
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
CRD IV (binding, Main version, EU)
Level 2
ITS on benchmarking exercise (binding, Supplement, EU)
RTS on the valuation methodology for the use of internal models for market risk (binding, Supplement, EU)
Level 3 / Other
IFRS 9 Roadmap (non-binding, EU)
Reporting instructions benchmarking exercise (binding, AT)
PD & LGD estimation and the treatment of defaulted exposures (binding, Supplement, EU)
EBA Reporting Framework 3.3 (binding, EU)
Handbook on supervisory benchmarking (non-binding, EU)

Source: EBA, (EU) 2024/348, 2024