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January 30 2019

DK comments on EBA’s Consultation Paper on Draft ITS amending Commission Implementing Regulation...

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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June 24 2016

Comments on the Basel Committee on Banking Supervision Consultative Document on Reducing variation...

On 24 March 2016, the Basel Committee on Banking Supervision (BCBS) published a consultative document on constraints on the use of internal model approaches.

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