Regulatory Technical Standards on the calculation of risk-weighted exposure amounts of collective investment undertakings (CIUs)

  • Status: Adopted and published in the Official Journal of the EU

These draft Regulatory Technical Standards  (RTS) will contribute to the calculation of own funds requirements for the exposures in the form of units or shares in collective investment undertakings (CIUs) under the Standardised Approach for credit risk. They will also clarify the regulatory treatment for missing inputs when the underlying risk of derivatives is unknown and for the computation of the exposure value for counterparty credit risk.

Summary of document history

Previous versions Current version Ongoing versions

Draft Regulatory Technical Standards on the calculation of risk-weighted exposure amounts of collective investment

  • Status: In force
  • Application date:
  • Compliance deadline:
Documents
Final draft RTS on the calculation of risk-weighted exposure amounts of collective investment undertakings (CIUs)

(486.05 KB - PDF) Last update 24 November 2021

Links

Press contacts

Franca Rosa Congiu