EBA consults on standards for supervisors assessing the new market risk internal models under the Fundamental Review of the Trading Book
On 24th March 2023, the European Banking Authority (EBA) launched a public consultation on its draft Regulatory Technical Standards (RTS) on the assessment methodology under which competent authorities verify institutions’ compliance with the requirements applicable to their internal models under the Fundamental Review of the Trading Book (FRTB) rules. These RTS are part of the […] Continue reading
Information
Banks and financial intermediaries
EBA
Consultation paper