RTS on risk factor modellability (FRTB IMA)

Full title

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

Official source: EUR-Lex (opens in a new tab). This is an unofficial reproduction; only the texts published in the Official Journal of the EU (or by the EBA) are authentic.