RTS zu den Anforderungen an die Bewertung bei Abwicklung eines CCPs

Draft RTS specifying the requirements for independent valuers, the methodology for assessing the value of the assets and liabilities of a CCP, the separation of the valuations, the buffer for additional losses to be included in provisional valuations and the methodology for carrying out the valuation for the purpose of the ‘no creditor worse off’ principle (Articles 25(6), 26(4) and 61(5) of CCPRRR)

18.11.2021

ESMA91-372-2066

Finale Fassung