CRR Tool
Delegated Regulation (EU) 2016/101
Delegated Regulation (EU) 2016/101
Commission Delegated Regulation (EU) 2016/101 of 26 October 2015 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards for prudent valuation under Article 105(14) (Text with EEA relevance)
Status
In force since 17/02/2016
Selected version
Initial Legal Act
Offline version
Download whole legal act
Click on an article to find all content from the EBA, BaFin and ECB relevant to the respective article. judict has analysed more than 25.000 documents.
Article 1 - Methodology for calculating Additional Valuation Adjustments (AVAs)Q&AArticle 2 - DefinitionsQ&AArticle 3 - Sources of market data
Article 4 - Conditions for use of the simplified approachQ&AArticle 5 - Determination of AVAs under the simplified approachArticle 6 - Determination of total AVAs calculated under the simplified approach
Article 7 - Overview of the core approachArticle 8 - General provisions for the calculations of AVAs under the core approachQ&AArticle 9 - Calculation of market price uncertainty AVAQ&AArticle 10 - Calculation of close-out costs AVAQ&AArticle 11 - Calculation of model risk AVAArticle 12 - Calculation of unearned credit spreads AVAArticle 13 - Calculation of investing and funding costs AVAArticle 14 - Calculation of concentrated positions AVAArticle 15 - Calculation of future administrative costs AVAArticle 16 - Calculation of early termination AVAArticle 17 - Calculation of operational risk AVA
Related documents
Documents in this box relate to the current consolidated version