#IRB Models
/ Featured Publications
EBA Clarifies the Operational Application of CRR 3 in the Area of Credit Risk Modelling
2023 Report on Credit Risk Benchmarking Exercises
EBA Supervisory Handbook on the Validation of Rating Systems under the Internal Ratings-Based Approach
EBA Supervisory Handbook on the Validation of Rating Systems Under the Internal Ratings-Based Approach - Part 2
EBA Supervisory Handbook on the Validation of Rating Systems Under the Internal Ratings-Based Approach - Part 1
EBA Follow-Up Report on the Use of Machine Learning for Internal Ratings-Based Models
EBA Report on the 2022 Benchmarking Exercise on Credit Risk
Machine Learning for IRB Models EBA/DP/2021/04