RTS to amend the CVA proxy spread
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
Delegated Regulation
Level 2
Initiator
EBA
Submitted
06.04.2016
Doc. code
EBA/RTS/2017/07
Summary
Status
Status
Get a subscription to have access to the whole content.
Current version
Final version
Next step
Entry into force and application
Entry into force
Get a subscription to have access to the whole content.
Application date
Get a subscription to have access to the whole content.
Scope
Relevant for
Get a subscription to have access to the whole content.
Associated initiatives
Level 1
CRR - Capital requirements (Articles 92-386)
(binding, EU)
CRR
(binding, Main version, EU)
Level 2
–
Level 3 / Other
–
Source: EBA, EBA/RTS/2017/07, 2017