News & Analysis as of

IRB European Banking Authority (EBA)

Hogan Lovells

Banking and finance regulatory news, October 2020

Hogan Lovells on

IRB UK mortgage risk weights: PRA CP14/20 - The UK Prudential Regulation Authority (PRA) has published a consultation paper, CP14/20, on proposals to introduce new expectations on internal ratings based (IRB) approach UK...more

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

A&O Shearman

European Banking Authority Publishes Final Guidelines on Application of Definition of Default 

A&O Shearman on

The European Banking Authority published the final Guidelines specifying the application of the definition of default in relation to the Internal Ratings Based Approach and the Standardized Approach under the Capital...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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