RTS for determining proxy spread and limited smaller portfolios for credit valuation adjustment risk

Topic area:
Status: 13.01.2015 |
Archived
Key words:
Counterparty credit risks
Initiative
Official name
COMMISSION DELEGATED REGULATION (EU) No 526/2014 of 12 March 2014 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards for determining proxy spread and limited smaller portfolios for credit valuation adjustment risk
Type
Delegated Regulation
Level 2
Initiator
EBA
Submitted
05.07.2013
Doc. code
526/2014
Summary
Status
Status

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Current version
Final version
12.03.2014
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)
Level 2
–
Level 3 / Other
–

Source: EBA, 526/2014, 2014