EBA 2024 reports: Market and credit risk benchmarking exercises

The European Banking Authority (EBA) has published its 2024 Reports on the annual market and credit risk benchmarking exercises. Both reports are mandated by Article 78 of the Capital Requirements Directive to assist competent authorities at monitoring the consistency of risk weighted assets (RWAs) across all EU institutions authorised to use internal approaches for the calculation of capital requirements......
By: A&O Shearman

A&O Shearman