Updated 21/11/2024
In force since 15/11/2022

Initial Legal Act
References (2)
13/08/2024
EBA/RTS/2024/18
Final Draft published
14/12/2023
EBA/CP/2023/41
Consultation published
26/10/2022
Delegated Regulation 2022/2060 published in OJ
27/03/2020
EBA/RTS/2020/03
Final Draft published
27/06/2019
EBA/CP/2019/07
Consultation published
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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