Public consultation on the ECB guide to internal models – risk-type-specific chapters
This consultation gives interested parties the opportunity to comment on the risk-type-specific chapters of the ECB's guide to internal models.
Deadline for submitting comments: midnight CET on 7 November 2018.
Only comments received before this deadline will be considered.
These chapters, on credit risk, market risk and counterparty credit risk, are intended to ensure a common and consistent approach to the most relevant aspects of the applicable regulations on internal models for banks directly supervised by the ECB.
Deadline for submitting comments: midnight CET on 7 November 2018.
Only comments received before this deadline will be considered.
Submit your comments by midnight CET on 7 November 2018 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 to internal models – risk-type-specific chapters” 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 to internal models – risk-type-specific chapters”
60640 Frankfurt am Main
Germany
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 statementThe ECB will hold a public hearing in the form of a telephone conference at 10:00 CET on 17 October 2018.
The event will comprise a presentation followed by a question and answer session in English for registered participants.
How to register
Please register your interest in participating in the hearing, using this form, by 10 October 2018. Registrations received after this date will not be accepted.
Registered participants will receive a confirmation email containing the telephone number and an access code for the hearing.
Please dial in at least five minutes before the beginning of the conference call.
- 28/2/2014
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Guide for the Targeted Review of Internal Models (TRIM) – first version
- 16/4/2014
- 15/10/2013
- 26/6/2013
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Regulation on prudential requirements for credit institutions and investment firms (CRR)