EBA has launched a consultation, which is open until 30 September, on draft regulatory technical standards (RTS) setting out the method for calculation of specific and general credit risk adjustments. These are required by the draft Capital Requirements Regulations (CRR) when determining certain exposure values, expected losses and the unlikeliness of payment when an obligor has defaulted. (Source: EBA Consultation on Credit Risk Adjustment RTS)
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EBA consults on credit risk adjustment RTS
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