Regulatory Alerts2025-01-01
Final Report on Draft Implementing Technical Standards Amending Benchmarking of Internal Models for 2026
The European Banking Authority issues a final report on draft Implementing Technical Standards to amend Commission Implementing Regulation (EU) 2016/2070 regarding the 2026 benchmarking exercise for internal models. The amendments restrict market risk data collection to the Alternative Standardised Approach components for Internal Model Approach banks due to the Fundamental Review of the Trading Book postponement, while aligning credit risk asset classes with revised supervisory reporting templates. These changes update reporting templates and definitions to assist competent authorities in assessing the quality of institutions' internal approaches for calculating own funds requirements.
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