The European Banking Authority (EBA) has launched a consultation to amend the Commission Implementing Regulation on benchmarking of internal models to adjust the benchmarking portfolios and reporting requirements in view of the benchmarking exercise the European Supervisory Authority will carry out in 2019. The proposed changes reduce uncertainties in the credit risk portfolios, aiming to foster a common and coherent interpretation and implementation of the reporting requirements across EU institutions. The consultation closes on 31 January 2018.
View EBA consults on amended technical standards on benchmarking of internal models, 18 December 2017