#IRB Models

/ Featured Publications

Pill

EBA Clarifies the Operational Application of CRR 3 in the Area of Credit Risk Modelling

Pill

2023 Report on Credit Risk Benchmarking Exercises

RPS

EBA Supervisory Handbook on the Validation of Rating Systems under the Internal Ratings-Based Approach

JIT

EBA Supervisory Handbook​ on the Validation of Rating Systems​ Under the Internal Ratings-Based Approach​ - Part 2

JIT

EBA Supervisory Handbook on the Validation of Rating Systems Under the Internal Ratings-Based Approach - Part 1

JIT

EBA Follow-Up Report on the Use of Machine Learning for Internal Ratings-Based Models

JIT

EBA Report on the 2022 Benchmarking Exercise on Credit Risk

JIT

Machine Learning for IRB Models EBA/DP/2021/04

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