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

Previous versions Current version Ongoing versions

Consultation on draft Regulatory Technical Standards (RTS) 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: Closed
  • Deadline: 1 SEPTEMBER 2013
Documents
Consultation Paper

(438.84 KB - PDF) Last update 26 February 2014

Responses

The form is now closed.

Public hearings

Public hearing on CP on draft RTS 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

Press contacts

Franca Rosa Congiu