EU targets late 2024 for FRTB internal model reporting

Samuel Wilkes
@wilkkes
04 Feb 2021

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The European Commission says it is looking to adopt secondary legislation “around mid-2021” that would trigger the start of a three-year implementation period for banks to prepare for reporting the outputs of new internal market risk models.

The three regulatory technical standards (RTS) on the internal models approach (IMA) for market risk are “in the process of being adopted by the Commission”, an EC spokesperson tells Risk.net in an email. “Our current working assumption is an adoption

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