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.

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Summary of document history

Current version Ongoing review

Consultation on Regulatory Technical Standards on prudent valuation

  • Status: Closed
  • Deadline: 16 APRIL 2024
Documents
Consultation paper on amendments to the RTS on prudent valuation

(720.63 KB - PDF)

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BSG response to Consultation on draft RTS on prudential valuation

(237.42 KB - PDF)

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Links

Links

Responses

The form is now closed.

Received responses to the EBA

See all responses

Public hearings

Public hearing on amending RTS on prudent valuation

Presentation - Public hearing on the amending RTS on prudential validation

(2.06 MB - PDF)

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Press contacts

Franca Rosa Congiu