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COMMISSION IMPLEMENTING REGULATION (EU) 2024/348 of 19 January 2024 amending the implementing technical standards laid down in Commission Implementing Regulation (EU) 2016/2070 as regards benchmark portfolios, reporting templates and reporting instructions for the reporting referred to in Article 78(2) of Directive 2013/36/EU of the European Parliament and of the Council ANNEX I ‘ANNEX I Definition of Supervisory Benchmarking portfolios for IRB and IFRS9 benchmarking ANNEX II ‘ANNEX II SUPERVISORY BENCHMARKING PORTFOLIOS ANNEX III ‘ANNEX IV RESULTS SUPERVISORY BENCHMARK PORTFOLIOS ANNEX IV ‘ANNEX V MARKET RISK BENCHMARK INSTRUMENTS AND PORTFOLIOS ANNEX V ‘ANNEX VI RESULTS SUPERVISORY BENCHMARK PORTFOLIOS ANNEX VI ‘ANNEX VII Results Supervisory Benchmarking portfolios. MARKET RISK ANNEX VII ‘ANNEX VIII Results Supervisory Benchmarking portfolios ANNEX VIII ‘ANNEX IX IFRS 9 TEMPLATE REPORTING INSTRUCTIONS ANNEX IX ‘ANNEX X SBM Validation Portfolios

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