The EBA published final draft RTS on the conditions for assessing the materiality of model extensions and changes, as well as changes to the subset of modellable risk factors, applicable under the FRTB rules.

Dateityp: www
Kategorien: 2.1. Kredit- und Finanz­dienstleistungsinstitute
Schlagwörter: CRD / CRR
Quelle: EBA