In force since 17/02/2016

Version from: 26/06/2020
Legal basis:
Art. 105(14)(3) Regulation 575/2013
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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)

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