Delegated Regulation on RTS for materiality assessment for alternative internal model changes under CRR published in OJ

Delegated Regulation (EU) 2025/1311 supplementing the Capital Requirements Regulation (Regulation (EU) No 575/2013) (CRR) has been published in the Official Journal of the European Union (OJ). The Delegated Regulation sets out regulatory technical standards (RTS) specifying the materiality assessment of extensions, and changes to, the use of alternative internal models and changes to the subset of modellable risk factors. The RTS reflect a mandate in Article 325az(8) of the CRR. The Delegated Regulation also sets out detailed documentation requirements and clarifies supervisory expectations for model governance, validation and IT infrastructure changes. It enters into force on 3 November.

Return to main website.