EBA 2025 Benchmarking of Internal Approaches: What the IRB and Market Risk Findings Mean for Prudential Reporting Teams
Last updated: June 2026 The EBA IRB benchmarking exercise is a supervisory data collection where your bank’s internal-model outputs are benchmarked against defined portfolios, supervisory clusters and peer submissions from the institutions included in the exercise. If your probability of default sits well below the peer range on a corporate portfolio that everyone else prices…