EBA publishes its roadmap for the new market and counterparty credit risk approaches and launches consultation on technical standards on the IMA under the FRTB along with a data collection on non-modellable risk factors

June 27th 2019

 The European Banking Authority (EBA) published today its roadmap on the new market and counterparty credit risk approaches and launched a consultation on eleven draft Regulatory Technical Standards (RTS) on the new Internal Model Approach (IMA) under the FRTB (Fundamental Review of the Trading Book) standards along with a data collection exercise on non-modellable risk factors (NMRF). The consultations run until 4 October 2019

For more information, please refer to the EBA press release here.

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