Public consultation on the ECB Guide on assessment methodology (EGAM)

This consultation gives interested parties the opportunity to comment on its guide to assess how banks calculate counterparty credit risk.

Deadline for submitting comments: midnight CET on 18 March 2020.

Only comments received before this deadline will be considered.

Draft ECB Guide on assessment methodology (EGAM)

The guide outlines the methodology the ECB uses to assess the internal models banks apply to calculate their exposure to counterparty credit risk (CCR). The guide also describes how the ECB will assess the advanced methods banks use to calculate the own funds required to account for the risks related to credit valuation adjustments.

Deadline for submitting comments: midnight CET on 18 March 2020.

Only comments received before this deadline will be considered.

Submitting comments

Submit your comments by midnight CET on 18 March 2020 using this template.

Please provide relevant examples or data, where appropriate.

Only comments provided using the above template will be published after the close of this public consultation.


Submitting comments, using the above template, by email:

Send your comments to: SSMPublicConsultation@ecb.europa.eu

Please write “Public consultation on the ECB Guide on assessment methodology (EGAM)” in the subject line.


Submitting comments, using the above template, by post:

Send your comments to the following address:

European Central Bank
Secretariat to the Supervisory Board
“Public consultation on the ECB Guide on assessment methodology (EGAM)”
60640 Frankfurt am Main
Germany

Publication of comments

After the consultation period closes, all comments submitted using the template will be published on this web page along with a feedback statement. For details on how your personal data and contribution will be handled, please see this privacy statement:

Privacy statement

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