To search mask

archived

EBA Consultation on draft RTS for determining proxy spread and limited smaller portfolios for credit valuation adjustment under Article 383(7) of CRR (EBA/CP/2016/04)

The draft amending RTS have been developed according to Article 383(7) of Regulation (EU) No 575/2013 which mandates the EBA to develop draft RTS to specify how a proxy spread is to be determined for the purposes of identifying si and LGDMKT

Topics

Continue reading with a PwC Plus-Subscription

  • verified Information source
  • daily updates
  • completely searchable articles (with refiner)
  • tailored alert

Free 30 days trial period

Register for the free PwC Plus account

Please log in to read the article

More details on PwC Plus

To search mask
To the top
FAQ/Feedback

© 2017 - 2025 PwC. All rights reserved. PwC refers to the PwC network and/or one or more of its member firms, each of which is a separate legal entity. Please see www.pwc.com/structure for further details. Portions of this program may use third-party open source components governed by the respective open source license terms.

This website contains copyright material of the IFRS® Foundation in respect of which all rights are reserved. Reproduced by PwC with the permission of the IFRS Foundation. No permission granted to third parties to reproduce or distribute. For full access to IFRS Standards and the work of the IFRS Foundation please visit www.ifrs.org.