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Base law

Application form for permission to use an internal model for market risk or counterparty credit risk calculation

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Subject to permission obtained from the competent authorities, institutions may use internal models to calculate their capital ratios. Institutions can submit an application for permission to use an internal model for market risk (Article 363 of the Capital Requirements Regulation (CRR)) or for counterparty credit risk (Article 283 of the CRR).

Published: 12 July 2023

The relevant application forms are available from the ECB website. Institutions under DNB's direct supervision can also use them.

Please note that after submission of the application form we may still require supplementary information from the financial enterprise. In that case, we will inform the institution of this in writing.

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