Europejski Urząd Nadzoru Bankowego, Ostateczny raport Projektu Technicznych Standardów Wdrażających zmieniający Rozporządzenie Wykonawcze Komisji (UE) 2016/2070 w odniesieniu do benchmarkingu wewnętrznych modeli

EBA-ITS- 2024-07

9 August 2024

Final Report

Draft Implementing Technical Standards on amending Commission Implementing Regulation (EU) 2016/2070 with regard to the benchmarking of internal models

1. Executive Summary

Article 78 of Directive 2013/36/EU (CRD) requires competent authorities to conduct an annual assessment of the quality of internal approaches used for the calculation of own funds requirements. To assist competent authorities in this assessment, the EBA calculates and distributes benchmark values to CAs that allows a comparison of individual institutions’ risk parameters. These benchmark values are based on data submitted by institutions as laid out in Commission Implementing Regulation (EU) 2016/2070 which specifies the benchmarking portfolios, templates and definitions to be used as part of the annual benchmarking exercises.

For the 2025 benchmarking (BM) exercise the following changes are suggested: