We have updated our guide to internal models following a public consultation.
The changes provide clarifications on climate-related risks, definitions of default, counterparty credit risk and default risk in the trading book
https://www.bankingsupervision.europa.eu/press/pr/date/2024/html/ssm.pr240219~8c10a7d827.en.html

[2024-02-19 09:10 UTC]