Commission Implementing Regulation (EU) 2025/379 amending Implementing Regulation (EU) 2016/2070 on benchmark portfolios and reporting templates

The European Commission amends Implementing Regulation (EU) 2016/2070 by replacing Annexes IV through VII and X to update benchmark portfolios and reporting instructions for credit risk benchmarking exercises. Institutions permitted to use internal approaches are required to report mandatory probability of default and loss given default risk parameters, including specific components like the margin of conservativeness and downturn components, alongside their models' identifiers. The regulation also expands validation templates for the standardised approach to include additional portfolios beyond interest rate instruments. These amended technical standards enter into force on the twentieth day following publication in the Official Journal of the European Union.

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Source: European Commission — original document · Summary generated with machine assistance and reviewed before publication; the authoritative text is the regulator's original document. How RegAlert works