Regulatory Technical Standards (RTS) on the definition of materiality thresholds for specific risk in the trading book

status: Adopted and published on the Official Journal

These RTS set out criteria for assessing when the specific risk of debt instruments in the trading book is ‘material’ enough to trigger an evaluation by the competent Authority. 
After this evaluation, competent Authorities will be able to determine whether they shall encourage banks to enhance their internal assessment capacity and increase the use of internal models for capital calculations.


Press Release

Consultation Papers