EBA proposes amendments to benchmarking data collection for 2025
The European Banking Authority (EBA) has released a consultation paper seeking feedback on proposed amendments to the data collection framework for the benchmarking exercise in 2025.
The key highlight of the proposed changes is the introduction of new templates for the collection of internal model approach (IMA) risk measures under the fundamental review of the trading book (FRTB) in the market risk framework. The consultation period extends until 27 March 2024.
The exercise is fundamental for supervisory assessments and horizontal analyses of internal models’ outcomes. The proposed adjustments aim to ensure consistent monitoring of own funds requirements, considering internal models, and evaluating the impact of various supervisory and regulatory measures on capital requirements and solvency ratios in the EU.
Stakeholders are encouraged to provide insights during the consultation to contribute to the effectiveness of the benchmarking exercise.
Read more here.
