Regulation concerning gross jump-to-default amounts (JTD amounts)
Initiative
Official name
Commission Delegated Regulation (EU) 2022/2257 of 11 August 2022 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards specifying the calculation methods of gross jump-to-default amounts for exposures to debt and equity instruments and for exposures to default risk arising from certain derivative instruments, and specifying the determination of notional amounts of instruments other than the instruments referred to in Article 325w(4) of Regulation (EU) No 575/2013
Type
Delegated Regulation
Level 2
Initiator
EBA
Submitted
12.03.2021
Doc. code
2022/2257
Summary
Status
Status
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Current version
Final version
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)
CRR - Capital requirements (Articles 92-386)
(non-binding, EU)
Revision of the CRR (CRR2) - General Part
(binding, Amendment, EU)
Level 2
–
Level 3 / Other
–
Source: EBA, 2022/2257, 2022