Regulatory Technical Standards in relation to credit valuation adjustment risk

  • Status: Adopted and published in the Official Journal of the EU

Summary of document history

Previous versions Current version Ongoing versions

Draft Regulatory Technical Standards on credit valuation adjustment risk for the determination of a proxy spread and the specification of a limited number of smaller portfolios

  • Status: In force
  • Application date:
  • Compliance deadline:
Final draft RTS on credit valuation adjustment

(599.75 KB - PDF) Last update 4 August 2014


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