Regulatory Technical Standards on the exemption from the residual risk add-on own funds requirements for certain type of hedges

  • Status: Under consultation

The Regulatory Technical Standards (RTS) specify the conditions for determining whether an instrument attracting residual risk acts as a hedge and as such can be exempted from the residual risk add-on capital requirement. 

Summary of document history

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Consultation on Regulatory Technical Standards on the exemption from the residual risk add-on own funds requirements for certain type of hedges

  • Status: Closed
  • Deadline: 3 MAY 2024
Documents
Consultation paper on draft RTS on RRAO exemption

(414.63 KB - PDF)

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Public hearings

Public hearing on draft RTS on the exemption from the residual risk add-on own funds requirements for certain type of hedges

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