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The EBA publishes its final draft technical standards on extraordinary circumstances for continuing the use of internal models for market risk

28/06/2024 EBA Visiter le site source

The 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