Regulatory Technical Standards on the determination of indirect exposures to underlying clients of derivative and credit derivative contracts

Final draft adopted by the EBA and submitted to the European Commission

These Regulatory Technical Standards (RTS) specify how institutions should determine exposures arising from derivative and credit derivative contracts not entered directly into with a client but whose underlying debt or equity instrument was issued by a client. The draft RTS propose a methodology for the calculation of indirect exposures for different categories of derivative contracts and credit derivative contracts with a single underlying debt or equity instrument. In addition, they provide a separate methodology for the calculation of exposures stemming from contracts with multiple underlying reference names.

Under the related documents of the news item, you will include the consultation paper. Under the related links, you will include the new regulatory activity page on Regulatory Technical standards on the determination of indirect exposures to underlying clients of derivatives and credit default derivatives and the Large exposures section.

News

Press Release

Consultation Papers