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05 June 2023

EBA publishes final draft technical standards specifying the data collection for the benchmarking exercise in 2024

The most significant change, compared to the data collection of 2023, is the roll out for the benchmarking of accounting metrics (IFRS9) to high default portfolios (HDP). For market risk, new templates are added for the collection of additional information, notably the Default Risk Charge (DRC) and ...

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