Regulatory Technical Standards on the calculation of risk-weighted exposure amounts of collective investment undertakings (CIUs)

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

These draft Regulatory Technical Standards  (RTS) will contribute to the calculation of own funds requirements for the exposures in the form of units or shares in collective investment undertakings (CIUs) under the Standardised Approach for credit risk. They will also clarify the regulatory treatment for missing inputs when the underlying risk of derivatives is unknown and for the computation of the exposure value for counterparty credit risk.

Summary of document history

Previous versions Current version Ongoing versions

Consultation on draft RTS on the calculation of risk-weighted exposure amounts of CIUs under Article 132a(4) of the CRR

  • Status: Closed
  • Deadline: 16 MARCH 2021
Documents
Consultation Paper

(239.85 KB - PDF) Last update 16 December 2020

Responses

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Public hearings

Public hearing on the draft RTS on the calculation of RWEA of CIUs under Article 132a(4) of the CRR

Press contacts

Franca Rosa Congiu