Regulatory Technical Standards on prudent valuation

  • Status: Adopted and published in the Official Journal of the EU

These Regulatory Technical Standards (RTS) set out the requirements related to prudent valuation adjustments of fair valued positions. Their objective is to determine prudent values that can achieve an appropriate degree of certainty while taking into account the dynamic nature of trading book positions.

Links

Summary of document history

Current version Ongoing review

Consultation on draft Regulatory Technical Standards (RTS) on prudent valuation

  • Status: Closed
  • Deadline: 8 OCTOBER 2013
Documents
QIS template

(1.06 MB - Excel Spreadsheet) Last update 26 February 2014

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QIS FAQs

(33.31 KB - Excel Spreadsheet) Last update 26 February 2014

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Consultation Paper

(1.61 MB - PDF) Last update 26 February 2014

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Responses

The form is now closed.

Received responses to the EBA

See all responses

Consultation

  • Status: Closed
  • Deadline: 13 JANUARY 2013

Public hearings

Public hearing on CP on draft RTS on prudent valuation

Press contacts

Franca Rosa Congiu