Webinar 18 September: Progressing to the Next Phase of IRB (Termin 1)

In a significant development, the European Central Bank (ECB) has recently published a long-anticipated update to its Guide to Internal Models, which it uses to provide transparency on how it assesses whether institutions meet the relevant requirements for using internal models as set out in the Capital Requirements Regulation (CRR).

This new version incorporates updates to the regulatory framework and further builds on the experience the ECB has gained over the years of supervising internal models.

At PwC our experts in the area of IRB credit risk modelling have been busy analysing the changes contained in the new guide and would be thrilled to share our insights with you in the following webinar.

Further details and registration