EBA publishes final draft of IRB assessment methodology
The EBA publishes final draft standards by which European regulators will assess banks’ compliance with rules on using internal models to judge capital adequacy
The European Banking Authority (EBA) published on July 21 its final draft regulatory technical standards governing how Europe's regulators assess banks' compliance with the internal ratings-based (IRB) approach to capital adequacy.
The European Commission's Capital Requirements Regulation (CRR) and Capital Requirements Directive (CRD) allow Europe's banks to request they assess their capital adequacy according to their own internal risk models, subject to regulators' approval.
Under the CRR and
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