GBIC comments on the EBA’s supervisory handbook on the validation of IRB rating systems

German Banking Industry Committee Banking supervision

Ingmar Wulfert

GBIC has commented on the EBA’s supervisory handbook which sets out expectations for the validation of rating systems that institutions use within the internal ratings based approach (IRBA) to determine their own funds requirements.

GBIC Comments supervisory handbook

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02.11.2022

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Ingmar Wulfert

Banking Supervision and Accounting

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