These RTS are part of the phase 4 deliverables of the EBA roadmap on market risk and counterparty credit risk approaches. The final draft RTS represent a significant milestone in the implementation of the FRTB internal models in the EU.
These RTS are part of the phase 4 deliverables of the EBA roadmap on market risk and counterparty credit risk approaches. The final draft RTS represent a significant milestone in the implementation of the FRTB internal models in the EU.