Guidelines for the methodology to value each contract prior to termination by CCPs in resolution

Topic area:
Status: 03.08.2023 |
Archived
Key words:
Resolution, Recovery
Initiative
Official name
Guidelines On the methodology to be used by the resolution authority for determining the valuation of contracts prior to their termination as referred to in Article 29(1) of CCPRRR.
Type
Guidelines
Level 3 / Other
Initiator
ESMA
Submitted
18.11.2021
Doc. code
ESMA91-372-206
Summary
Status
Status

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Current version
Final version
02.06.2023
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
Framework for the recovery and resolution of central counterparties (CCPRRR) (binding, Main version, EU)
Level 2
–
Level 3 / Other
–

Source: ESMA, ESMA91-372-206, 2023