Amending RTS on CVA proxy spread

Topic area:
Initiative
Official name
EBA FINAL draft Regulatory Technical Standards for determining proxy spread and limited smaller portfolios for credit valuation adjustment under Article 383(7) of Regulation (EU) No 575/2013 (the Capital Requirements Regulation – CRR)
Type
RTS/ITS
Initiator
EBA
Submitted
06.04.2016
Doc. code
EBA/RTS/2017/07
Summary
Status
Status

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Current version
Final Draft
21.06.2017
Next step
Entry into force and application
In force

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To be applied

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Relevant for

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Associated initiatives
Level 1
CRR (Regulatory inventory)
Level 2
Level 3 / Other