The EBA publishes its final draft technical standards on extraordinary circumstances for continuing the use of internal models for market risk
vendredi 28 juin 2024 EBA Visiter le site sourceThe European Banking Authority (EBA) published its final draft Regulatory Technical Standards (RTS) clarifying the extraordinary circumstances for continuing the use of internal models and disregarding certain overshootings in accordance with the Fundamental Review of the Trading book (FRTB) framework