On 27 March 2020, the European Banking Authority (EBA) published final draft regulatory technical standards (RTS) on the new Internal Model Approach (IMA) under the Fundamental Review of the Trading Book (FRTB). These final draft RTS have been developed according to Articles 325bd(7), 325be(3), 325bf(9), 325bg(4) of the Capital Requirements Regulation as amended by the Capital Requirements Regulation II (CRR II). The final draft RTS have been grouped in three different documents: final draft RTS… Continue Reading