Regulatory Technical Standards on prudent valuation

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

These Regulatory Technical Standards (RTS) set out the requirements related to prudent valuation adjustments of fair valued positions. Their objective is to determine prudent values that can achieve an appropriate degree of certainty while taking into account the dynamic nature of trading book positions.

Summary of document history

Current version Ongoing review

Draft Regulatory Technical Standards on prudential valuation

  • Status: In force
  • Application date:
  • Compliance deadline:
RTS on prudent valuation (rev1)

(1.11 MB - PDF) Last update 23 January 2015


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