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.

Links

Summary of document history

Current version Ongoing review

Draft amending Regulatory Technical Standards on prudential valuation

  • Status: In force
  • Application date:
  • Compliance deadline:
Documents
Amending RTS on prudent valuation

(840.24 KB - PDF) Last update 22 April 2020

Download
Links

Press contacts

Franca Rosa Congiu