Public hearing on CP on draft RTS on Market Risk

Date : 17/07/2013 | Duration: 11:00 - 14:00 (Paris time) | Location:

EBA premises, London

The European Banking Authority launches today two consultation papers on draft Regulatory Technical Standards (RTS) to define (i) the term market for the purpose of calculating the ‘general’ component of market risk for equities under the standardised rules; and (ii) a range of methods to reflect in the own funds requirements non-delta risks for options and warrants. The consultation of both draft RTS runs until 31 August 2013.