Aktualisiert 18/07/2025
In Kraft seit 09/06/2014

Ursprungsrechtsakt
Referenzstellen (3)
eba.europa.eu/activities/single-rulebook/regulatory-activities/credit-risk/regulatory-technical-standards-4
eba.europa.eu/regulatory-technical-standards-amending-rts-cva-proxy-spread
21/06/2017
EBA/RTS/2017/07
Finaler Entwurf veröffentlicht
06/04/2016
EBA/CP/2016/04
Konsultation veröffentlicht
20/05/2014
Delegated Regulation 526/2014 veröffentlicht im ABl.
20/12/2013
EBA/RTS/2013/17
Finaler Entwurf veröffentlicht
11/07/2012
EBA/CP/2012/09
Konsultation veröffentlicht
Suche im Rechtsakt
CRR ToolDelegated Regulation 526/2014

Delegated Regulation 526/2014

Commission Delegated Regulation (EU) No 526/2014 of 12 March 2014 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards for determining proxy spread and limited smaller portfolios for credit valuation adjustment risk (Text with EEA relevance)

RecitalsArticle 1 - Determining an appropriate proxy spread Q&AArticle 2 - Identification of LGDMKT Article 3 - Quantitative limits on the number and size of qualifying portfolios Article 4 - Entry into force