#IRB Models
/ Featured Publications
ABE - Informe sobre el ejercicio de referencia del crédito 2024
BIS: Incorporating Physical Climate Risks into Banks’ Credit Risk Models
EBA Consults on Draft Guidelines on the Methodology to Estimate and Apply Credit Conversion Factors Under the Capital Requirements Regulation
EBA - Report on the 2024 Credit Benchmark Exercise
EBA Report Results from the 2024 Credit Risk Benchmarking Exercise
The EBA Consults on Draft Technical Standards that Specify Material Changes and Extensions to the Internal Ratings Based Approach
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