European Central Bank (ECB) publishes final revised guide to internal models.

European Central Bank (ECB) publishes final revised guide to internal models.

News

European Central Bank (ECB) publishes final revised guide to internal models.

he ECB has updated the Guide to internal models, covering general topics, credit risk, market risk and counterparty credit risk, after public consultation. The revisions to the Guide clarify how banks should go about including material climate-related and environmental risks in their models.

  • Use cases, geography and tags
  • Organizations that created, adopted or are mentioned
  • Ecosystem position
  • Link to the original asset
  • Comments and reactions