Regulatory Technical Standards (RTS) on close correspondence between the value of an institution’s covered bonds and the value of the institution’s assets relating to the institution’s own credit risk

status: Adopted and published on the Official Journal

These RTS relate to prudential filters applied to own funds. In particular, they specify the criteria for defining the close correspondence between the fair value of the covered bonds and the fair value of the assets for the purpose of calculating capital requirements.
These RTS will be part of the Single rulebook aimed at enhancing regulatory harmonisation in the EU.

Press Release

Consultation Papers