Europejski Urząd Nadzoru Bankowego, Oświadczenie dotyczące stosowania CRR 3 w obszarze ryzyka kredytowego dla metody opartej na wewnętrznych ratingach (Internal Ratings Based Approach)

7 July 2024

Statement on the application of CRR 3 in the area of credit risk for the Internal Ratings Based Approach

The EBA welcomes the entry into force of the new European Banking Package , which implements the final Basel III Accord into the EU regulation. The new framework enhances the risk sensitivity of the Standardised Approaches and puts in place adequate safeguards to internal modelling to reduce undue variability of model outcomes. The benefits of a resilient banking sector were highlighted during the recent COVID-19 and energy crisis, where banks ensured a continued support to the economy.

In order to ensure a smooth operational implementation of the Banking Package, the EBA encourages institutions and competent authorities to engage in an active dialogue. Considering the strategic relevance of the targeted model landscape, institutions are in particular expected to communicate to their competent authorities the targeted model landscape that will be used from January 1, 2025...