Regulatory Technical Standards on the calculation of risk-weighted exposure amounts of collective investment undertakings (CIUs)

status: Under development

These draft Regulatory Technical Standards  (RTS) will contribute to the calculation of own funds requirements for the exposures in the form of units or shares in collective investment undertakings (CIUs) under the Standardised Approach for credit risk. They will also clarify the regulatory treatment for missing inputs when the underlying risk of derivatives is unknown and for the computation of the exposure value for counterparty credit risk.


Consultation Papers