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These RTS will be part of the Single Rulebook aimed at enhancing regulatory harmonisation in the EU banking sector.
In particular, these draft RTS set out criteria for assessing when the specific risk of debt instruments in the trading book is ‘material' enough to trigger an evaluation by the competent Authority.
After this evaluation, competent Authorities will be able to determine whether they shall encourage banks to enhance their internal assessment capacity and increase the use of internal models for capital calculations.
Comments can be sent to the EBA by 15 October, 2013.