FEBRUARY iCAS Newsletter Issue 08/2019


In particular the Guidelines focus on requirements for the quantification of the calibration target used for downturn LGD estimation. The Guidelines complete EBA's broader work on the review of the Internal Ratings Based approach ("IRB approach") aiming to reduce the unjustified variability in the outcomes of internal models, while preserving the risk sensitivity of capital requirements.

12 March 2019

Publications


MARCH iCAS Newsletter Issue 09/2019
The European Banking Authority ("EBA") published its annual Report on the convergence of supervisory practices in the EU.
19 March 2019
FEBRUARY iCAS Newsletter Issue 07/2019
The Financial Conduct Authority ("FCA"), has published near-final rules and guidance that will apply in the event the UK leaves...
04 March 2019
FEBRUARY iCAS Newsletter Issue 06/2019
The Financial Conduct Authority ("FCA") has announced the appointment of Wanda Goldwag as the new chair of the independent Financial...
25 February 2019
FEBRUARY iCAS Newsletter Issue 05/2019
Domestically, the Bank co-operates with both the Financial Conduct Authority ("FCA") and Payment Systems Regulator ("PSR") in relation to supervising...
18 February 2019
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