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GBIC comments on EBA consultation on the materiality of IRBA model changes

Christian Saß
Christian Saß

The EBA proposes adjustments to the technical standard that regulates the materiality of changes to internal rating models for the determination of capital requirements (IRBA). The GBIC welcomes the changes in principle, as they should lead to more efficient model change processes. Still, the GBIC suggests further clarifications and improvements.   

Comments

GBIC comments on draft rts on material model changes

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Christian Saß

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Christian Saß

Banking Supervision and Accounting

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