In force since 17/02/2016

Version from: 26/06/2020
Legal basis:
Art. 105(14)(3) Regulation 575/2013
EBA/CP/2013/28
Published: 10/07/2013
EBA/CP/2013/28 - Related Material
EBA/DP/2012/03
Published: 13/11/2012
EBA/DP/2012/03 - Related Material
EBA/ITS/2018/01
Published: 17/04/2018
EBA/ITS/2018/01 - Related Material
EBA/RTS/2014/06/rev1
Published: 23/01/2015
EBA/RTS/2014/06/rev1 - Related Material
EBA/RTS/2020/04
Published: 22/04/2020
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CRR ToolDelegated Regulation 2016/101

Delegated Regulation 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)

Recitals
Article 7 - Overview of the core approach Article 8 - General provisions for the calculations of AVAs under the core approach Q&AArticle 9 - Calculation of market price uncertainty AVA Q&AArticle 10 - Calculation of close-out costs AVA Q&AArticle 11 - Calculation of model risk AVA Article 12 - Calculation of unearned credit spreads AVA Article 13 - Calculation of investing and funding costs AVA Article 14 - Calculation of concentrated positions AVA Article 15 - Calculation of future administrative costs AVA Article 16 - Calculation of early termination AVA Article 17 - Calculation of operational risk AVA
ANNEX