CRR3 - RTS on CVA risk of securities financing transactions
Initiative
Official name
Consultation Paper Draft Regulatory Technical Standards on credit valuation adjustment risk of securities financing transactions under Article 382(6) of Regulation (EU) No 575/2013
COMMISSION DELEGATED REGULATION (EU) …/… of XXX supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards specifying the conditions and the criteria to assess whether the CVA risk exposures arising from fair-valued securities financing transactions are material, and the frequency of that assessment, under Article 382(6) of Regulation (EU) No 575/2013
COMMISSION DELEGATED REGULATION (EU) …/… of XXX supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards specifying the conditions and the criteria to assess whether the CVA risk exposures arising from fair-valued securities financing transactions are material, and the frequency of that assessment, under Article 382(6) of Regulation (EU) No 575/2013
Type
Delegated Regulation
Level 2
Initiator
EBA
Submitted
08.07.2024
Doc. code
EBA/CP/2024/14
Summary
Status
Status
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Current version
Consultation paper
Next step
Entry into force and application
Entry into force
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Application date
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Scope
Relevant for
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Associated initiatives
Level 1
CRR
(binding, Main version, EU)
The finalisation of BASEL III - CRR III (CRR3)
(binding, Amendment, EU)
Level 2
–
Level 3 / Other
–
Source: EBA, EBA/CP/2024/14, 2024