EBA: IRB roadmap
09 Jul 2019 (UPDATED: 13 Mar 2026)
International
1 min read
ERB has published a progress report on its 2016 roadmap to repair internal models used to calculate own funds requirements for credit risk under the IRB approach. EBA notes that it has decided to extend the deadline for introducing changes in the rating systems by one year, to the end of 2021.