Products Coverage Library Evals FAQ About Contact us Log In Get access

Commission Delegated Regulation (EU) 2022/439

Preamble
Recitals 38
Chapter 1 - GENERAL PROVISIONS ON THE ASSESSMENT METHODOLOGY (Article 1-5) 5
Chapter 2 - ASSESSMENT METHODOLOGY FOR SEQUENTIAL IMPLEMENTATION PLANS AND PERMANENT PARTIAL USE OF THE STANDARDISED APPROACH (Article 6-8) 3
Chapter 3 - ASSESSMENT METHODOLOGY FOR THE FUNCTION OF VALIDATION OF INTERNAL ESTIMATES AND OF THE INTERNAL GOVERNANCE AND OVERSIGHT OF AN INSTITUTION (Article 9-17) 9
Chapter 4 - ASSESSMENT METHODOLOGY FOR USE TEST AND EXPERIENCE TEST (Article 18-22) 5
Chapter 5 - ASSESSMENT METHODOLOGY FOR ASSIGNMENT OF EXPOSURES TO GRADES OR POOLS (Article 23-25) 3
Chapter 6 - ASSESSMENT METHODOLOGY FOR IDENTIFICATION OF DEFAULTS (Article 26-29) 4
Chapter 7 - ASSESSMENT METHODOLOGY FOR RATING SYSTEMS DESIGN, OPERATIONAL DETAILS AND DOCUMENTATION (Article 30-40) 11
Chapter 8 - ASSESSMENT METHODOLOGY FOR RISK QUANTIFICATION (Article 41-58) 18
Chapter 9 - ASSESSMENT METHODOLOGY FOR ASSIGNMENT OF EXPOSURES TO EXPOSURE CLASSES (Article 59-62) 4
Chapter 10 - ASSESSMENT METHODOLOGY FOR STRESS TEST USED IN ASSESSMENT OF CAPITAL ADEQUACY (Article 63-66) 4
Chapter 11 - ASSESSMENT METHODOLOGY FOR THE CALCULATION OF OWN FUNDS REQUIREMENTS (Article 67-71) 5
Chapter 12 - ASSESSMENT METHODOLOGY FOR DATA MAINTENANCE (Article 72-75) 4
Chapter 13 - ASSESSMENT METHODOLOGY OF INTERNAL MODELS FOR EQUITY EXPOSURES (Article 76-82) 7
Chapter 14 - ASSESSMENT METHODOLOGY FOR MANAGEMENT OF CHANGES TO RATING SYSTEMS (Article 83-84) 2
Chapter 15 - FINAL PROVISION (Article 85) 1

Commission Delegated Regulation (EU) 2022/439

Commission Delegated Regulation (EU) 2022/439 of 20 October 2021 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards for the specification of the assessment methodology competent authorities are to follow when assessing the compliance of credit institutions and investment firms with the requirements to use the Internal Ratings Based Approach (Text with EEA relevance)

85 articles

38 recitals

Open the act in the tree on the left to read its recitals, articles and annexes.

Official text · the act as published