Aktualisiert 21/07/2025
In Kraft seit 15/11/2022

Fassung vom: 28/05/2025
Referenzstellen (8)
13/08/2024
EBA/RTS/2024/18
Finaler Entwurf veröffentlicht
14/12/2023
EBA/CP/2023/41
Konsultation veröffentlicht
26/10/2022
Delegated Regulation 2022/2060 veröffentlicht im ABl.
27/03/2020
EBA/RTS/2020/03
Finaler Entwurf veröffentlicht
27/06/2019
EBA/CP/2019/07
Konsultation veröffentlicht
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Delegated Regulation 2022/2060

Commission Delegated Regulation (EU) 2022/2060 of 14 June 2022 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards specifying the criteria for assessing the modellability of risk factors under the internal model approach (IMA) and specifying the frequency of that assessment under Article 325be(3) of that Regulation (Text with EEA relevance)

RecitalsArticle 1 - Criteria for the assessment of the modellability of risk factors that do not belong to a curve, a surface or a cubeArticle 2 - Verifiable pricesArticle 3 - Representativeness of verifiable prices for risk factorsArticle 4 - Criteria for the assessment of the modellability of risk factors that belong to a curve, a surface or a cubeArticle 5 - Bucketing approaches for risk factors belonging to curves, surfaces or cubesArticle 6 - Criteria for the assessment of the modellability of risk factors representing function parameters of a parametric curve, a surface or a cubeArticle 7 - DocumentationArticle 8 - Entry into force