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IRB Banking Sector

A&O Shearman

European Banking Authority Finalizes Guidelines on the Application of the IRB Approach

A&O Shearman on

The European Banking Authority has published final Guidelines on the application of the Internal Ratings-Based approach, in particular, the estimation of risk parameters for non-defaulted exposures, namely of the probability...more

Orrick - Finance 20/20

EBA Publishes RWA Assessment as the Next Step in Improving Consistency of Internal Model Outcomes

Orrick - Finance 20/20 on

The European Banking Authority (EBA) has published two reports on the consistency of Risk-Weighted Assets (RWAs) across large EU institutions for large corporate, sovereign and institutions’ Internal Ratings-Based (IRB)...more

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