#IRB Models

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JIT

ABE - Informe sobre el ejercicio de referencia del crédito 2024

Pill

BIS: Incorporating Physical Climate Risks into Banks’ Credit Risk Models

Pill

EBA Consults on Draft Guidelines on the Methodology to Estimate and Apply Credit Conversion Factors Under the Capital Requirements Regulation

JIT

EBA - Report on the 2024 Credit Benchmark Exercise

Pill

EBA Report Results from the 2024 Credit Risk Benchmarking Exercise

Pill

The EBA Consults on Draft Technical Standards that Specify Material Changes and Extensions to the Internal Ratings Based Approach

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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