+210. Under the operational risk, competent authorities should assess model risk, with specific …

210. Under the operational risk, competent authorities should assess model risk, with specific …

Under the operational risk, competent authorities should assess model risk, with specific regard to internal non-regulatory models (e.g. AI models, product pricing, setting and monitoring risk limits, ICAAP/ILAAP models, recovery options).

1. Overview

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1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards
  • EBA - Published by the European Banking Authority at https://www.eba.europa.eu/