To search mask

archived

EBA Consultation on draft RTS on mapping of derivative transactions to risk categories, on supervisory delta formula for interest rate options and on determination of long or short positions in the SA-CCR (Capital Requirements Regulation 2 - CRR2) (EBA/CP/2019/03)

The European Banking Authority (EBA) launched today a consultation on four draft Regulatory Technical Standards (RTS) on the Standardised Approach for Counterparty Credit Risk (SA-CCR).

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 - 2024 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.

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.