The European Banking Authority (EBA) launched today a consultation to amend the Commission’s Implementing Regulation on benchmarking of internal models to adjust the benchmarking portfolios and reporting requirements in view of the benchmarking exercise it will carry out in 2020. The proposed changes aim to simplify the portfolio’s structure for the credit-risk part of the exercise and to get more insights into the model used for pricing for the market-risk part of the exercise. The consultation will run until 1 February 2019.

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