January 30 2019

DK comments on EBA’s Consultation Paper on Draft ITS amending Commission Implementing Regulation (EU) 2016/2070 with regard to benchmarking of internal models

DK comments on the above-mentioned EBA consultation paper. The EBA changes the ITS requirements in both the credit risk and market risk areas. The exercise is relevant for institutions with IRB models or IMA models (market risk models) in Pillar I.

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