RTS defining methodologies for the valuation of derivative liabilities

status: Final and translated into the EU official languages

These Regulatory Technical Standards (RTS) define methodologies for the valuation of derivative liabilities for the purpose of bail-in in resolution. They have been developed within the framework of the Bank Recovery and Resolution Directive (BRRD). The RTS provide EU resolution authorities with a methodology for the valuation of derivative liabilities of credit institutions placed under resolution and ensure that the discipline brought in by the new bail-in tool can effectively be extended to these liabilities too.

Press Release

Consultation Papers