Regulatory Alerts2021-10-15
Implementation of EBA Guidelines on criteria for the use of input data in the risk measurement model for the alternative internal models approach (EBA/GL/2021/07)
The Prudential Control and Resolution Authority (ACPR) has declared conformity with the European Banking Authority's guidelines on criteria for using input data in the risk measurement model for the alternative internal models approach. These guidelines, annexed to the notice, are applicable to credit institutions supervised by the ACPR starting from January 1, 2022. Institutions must take all necessary measures to comply with these requirements in accordance with Article 16 of Regulation (EU) No 1093/2010.
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