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Capability to perform an impact analysis for 15 consecutive business days for extensions and changes of internal approaches for market risk

Do the regulatory technical standards for assessing the materiality of extensions and changes of...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) 2015/942 - RTS on materiality of extensions and changes in internal approaches for market risk
ID: 2016_2763 | Topic : Market risk | Date of submission: 02/06/2016
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Application level of materiality threshold for assessing the materiality of extensions and changes to the IMA

What is the reference base for the materiality thresholds specified in the technical standards fo...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 529/2014 - RTS on materiality of extensions and changes in the advanced approaches (IRB and AMA)
ID: 2015_2466 | Topic : Market risk | Date of submission: 12/11/2015
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Extending the range of application system.

What is practically meant by 'additional exposures related to the lending decision of a third par...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 529/2014 - RTS on materiality of extensions and changes in the advanced approaches (IRB and AMA)
ID: 2015_2224 | Topic : Model validation | Date of submission: 14/08/2015
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Number of distinct calculations required to assess materiality of changes to internal IRC models

Regulation (EU) No 529/2014 governs the assessment of materiality of changes and extensions to inter...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 529/2014 - RTS on materiality of extensions and changes in the advanced approaches (IRB and AMA)
ID: 2015_2058 | Topic : Market risk | Date of submission: 22/06/2015
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Recognition of additional credit protection in the regulatory LGD

It is not clear whether an institution with an IRB Approach permission (Foundation Approach; PD mode...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 529/2014 - RTS on materiality of extensions and changes in the advanced approaches (IRB and AMA)
ID: 2015_1792 | Topic : Credit risk | Date of submission: 04/02/2015
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When should an external rating be considered as a primary factor determining an internal rating assignment

Concerning the practical application of the RTS on materiality: When should an external rating be co...

COM Delegated or Implementing Acts/RTS/ITS/GLs: Regulation (EU) No 529/2014 - RTS on materiality of extensions and changes in the advanced approaches (IRB and AMA)
ID: 2015_1859 | Topic : Credit risk | Date of submission: 01/03/2015
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