DRAFT RTS ON ASSESSMENT METHODOLOGY FOR IRB APPROACH
- Consultation Paper - 16 March 2015
Published by EBA
Publication date 12 November 2014
Read by Hasan Isik
Link

CHAPTER 1- General rules for the assessment methodology 32
CHAPTER 2- Assessment methodology of roll out plans and Permanent partial use of
Standardised Approach 35
CHAPTER 3- Assessment methodology of the function of validation of internal estimates and of the internal governance and oversight of an institution 38
CHAPTER 4- Assessment methodology of use test and experience test 48
CHAPTER 5- Assessment methodology for assignment of exposures to grades or pools 51
CHAPTER 6- Assessment methodology for definition of default 56
CHAPTER 7- Assessment methodology for rating systems design, operational details and documentation 60
CHAPTER 8- Assessment methodology for risk quantification 71
CHAPTER 9- Assessment methodology for assignment of exposures to exposure classes 90
CHAPTER 10- Assessment methodology for stress test used in assessment of capital adequacy 93
CHAPTER 11- Assessment methodology of own funds requirements calculation 96
CHAPTER 12- Assessment methodology of data maintenance 102
CHAPTER 13- Assessment methodology of internal models for equity exposures 106
CHAPTER 14- Assessment methodology for management of changes to rating systems 111
CHAPTER 15- Final provision 112 1. General Rules * Proportionality Principle: Competent authorities, to the extent appropriate, shall apply additional methods which are relevant to the nature, size and degree of complexity of the institution´s business and organizational structure. * Quality: * Is it approved at the appropriate management level? * Are there policies in place outlining specific standards to ensure high quality of internal documentation?