Regulatory Technical Standards on close correspondence between the value of an institution’s covered bonds and the value of the institution’s assets relating to the institution’s own credit risk
- Status: Adopted and published in the Official Journal of the EU
These RTS relate to prudential filters applied to own funds. In particular, they specify the criteria for defining the close correspondence between the fair value of the covered bonds and the fair value of the assets for the purpose of calculating capital requirements.
These RTS will be part of the Single rulebook aimed at enhancing regulatory harmonisation in the EU.
Summary of document history
Draft Regulatory Technical Standards on close correspondence between the value of an institution’s covered bonds and the value of the institution’s assets relating to the institution’s own credit risk Primary tabs
- Status: In force
- Application date:
- Compliance deadline:
Documents
Final draft RTS on close correspondence
(565.46 KB - PDF) Last update 4 August 2014
Links
Press contacts
Franca Rosa Congiu