Regulatory Technical Standards defining methodologies for the valuation of derivative liabilities

  • Status: 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.

Summary of document history

Previous versions Current version Ongoing versions

Consultation on RTS defining methodologies for the valuation of derivative liabilities

  • Status: Closed
  • Deadline: 13 AUGUST 2015
Documents
Consultation paper

(436.01 KB - PDF) Last update 13 May 2015

EBA response to Consultation Paper (EBA-CP-2015-10) - 13 August 2015

(200.16 KB - PDF) Last update 17 August 2015

Responses

The form is now closed.

Public hearings

Public Hearing on the Valuation of Derivatives

Presentation

(1.73 MB - PDF) Last update 3 July 2015

Press contacts

Franca Rosa Congiu