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


DECEMBER ICAS Newsletter Issue 47/2019
The European Insurance and Occupational Pension Authority ("EIOPA") launched a consultation on guidelines on Information and Communication Technology ("ICT") security...
16 December 2019
DECEMBER ICAS Newsletter Issue 46/2019
The European Supervisory Authorities ("ESAs") published joint draft Regulatory Technical Standards ("RTS") to amend the Delegated Regulation on the risk mitigation...
09 December 2019
NOVEMBER ICAS Newsletter Issue 45/2019
The European Banking Authority ("EBA") published its final Guidelines on information and communication technology ("ICT") and security risk management.
02 December 2019
NOVEMBER ICAS Newsletter Issue 44/2019
The European Insurance and Occupational Pension Authority ("EIOPA") has published its second annual European Insurance Overview.
02 December 2019
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