Regulatory Technical Standards defining methodologies for the valuation of derivative liabilities

Final and translated into the EU official languages

These Regulatory Technical Standards (RTS) define methodologies for the valuation of derivative liabilities for the purpose of bail-in in resolution. They have been developed within the framework of the Bank Recovery and Resolution Directive (BRRD). The RTS provide EU resolution authorities with a methodology for the valuation of derivative liabilities of credit institutions placed under resolution and ensure that the discipline brought in by the new bail-in tool can effectively be extended to these liabilities too.

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