The EBA has published two reports on the consistency of Risk-Weighted Assets (RWAs) across large EU institutions for large corporate, sovereign and institutions’ Internal-Ratings Based portfolios, (collectively referred to as “low default portfolios” - LDP), as well as for the calculation of counterparty credit risk exposures under the Internal Model Method and the credit value adjustments according to the advanced approach. The reports summarise the findings obtained from two benchmarking exercises conducted in line with the mandate laid down in the Capital Requirements Directive (CRD) and related draft technical standards. The benchmarking exercises aim at improving the comparability of EU banks’ RWAs.