16 July 2019
On 8 July 2019, the European Central Bank published its final chapters of the guide to internal models, covering credit risk, market risk and counterparty credit risk, following a public consultation which ended on 7 November 2018. The risk type-specific chapters provide transparency on how the ECB understands the regulations on the use of internal models to calculate own funds requirements for credit risk, market risk and counterparty credit risk.
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The European Covered Bond Council (ECBC) is the platform that brings together covered bond market participants including covered bond issuers, analysts, investment bankers, rating agencies and a wide range of interested stakeholders.
