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The EBA publishes follow-up Report on the use of machine learning for internal ratings-based models

vendredi 04 août 2023 EBA Visiter le site source

The EBA publishes a follow-up Report presenting the feedback received during the consultation on machine learning (ML) used in the context of internal ratings-based (IRB) models. This follow-up Report summarises the main conclusions from the consultation and provides an overview of the current use cases of ML techniques for IRB models.