Transcription of ECB guide to internal models - Europa
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ECB guide to internal models - Europa
ECB guide to internal models October 2019 ECB guide to internal models Contents 1 Document releases Release Date of issue Release number Sections/Chapters modified Rationale underlying the release guide for the Targeted Review of internal models (TRIM) First version 17/02/2017 - Public Consultation ECB guide to internal models general topics chapter 28/03/2018 General topics Incorporation of institutions feedback on version , outcomes of the supervisory review on general topics, and related horizontal analyses Public Consultation ECB guide to internal models risk-type-specific chapters 07/09/2018 Credit risk, market risk and counterparty credit risk Incorporation of institutions feedback on version and experienc
648/2012 (OJ L 176, 27.6.2013, p. 1), referred to in this guide as the “CRR”. For the purposes of this document the reader’s attention is also drawn to the corrigendum published on 30 November 2013 (OJ L 321, 30.11.2013, p. 6) . 2 Final Draft Regulatory Technical Standards on the specification of the assessment methodology for
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