SØGEMULIGHEDER
Hjem Medier Explainers Forskning & Offentliggørelser Statistik Pengepolitik €uroen Betalinger & Markeder Kariere & Job
Forslag
Sortér efter
© Westend61
Findes ikke på dansk

Public consultation on the revised ECB Guide to internal models

This consultation gave interested parties the opportunity to comment on the revised Guide to internal models.

Deadline for submitting comments: midnight CET on 15 September 2023.

Only comments received before this deadline have been considered.

Revised Guide to internal models

In the revised version under consultation, the Guide clarifies how banks should go about including material climate-related and environmental risks in their models. It also provides clarifications for banks that wish to revert to the standardised approach for calculating their risk-weighted assets. Specifically on credit risk, the guide helps all banks to move towards a common definition of default and a consistent treatment of massive disposals. The update of the market risk chapter details how to measure default risk in trading book positions. The Guide also provides clarifications regarding counterparty credit risk, which is the risk that the counterparty to a transaction could default.

Deadline for submitting comments: midnight CET on 15 September 2023.

Only comments received before this deadline have been considered.

Data protection

For details on how your personal data and contribution will be handled, please see this privacy statement:

Privacy statement
Documents
Reference documents
Whistleblowing

Vi bruger cookies på vores websted

Vi bruger funktionelle cookies til at lagre brugerpræferencer, analysecookies til at forbedre webstedets resultater, tredjepartscookies, der er fastsat af tredjepartstjenester, der er integreret på webstedet. Du kan vælge at acceptere eller afvise dem. For yderligere oplysninger eller for at gennemgå din præference for de cookies og serverlogfiler, vi bruger, opfordrer vi dig til: