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The Capital Requirements Regulations 2013
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- UK Statutory Instruments
- 2013 No. 3115
- PART 7
- Regulation 38
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Consultation with EBA: supervisory benchmarking of internal approaches for calculation own funds requirements
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38.—(1) In addition to benchmark portfolios developed by EBA and referred to in Article 78(8)(b) of the capital requirements directive, the appropriate regulator may develop benchmark portfolios in accordance with Article 78(2) of the capital requirements directive to monitor the range of risk weighted exposure amounts or own funds requirements for institutions permitted to use internal approaches.
(2) Where the appropriate regulator chooses to develop such portfolios they shall do so in consultation with EBA.
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