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Article 514 - Method for the calculation of the exposure value of derivative transactions

Article 514

Method for the calculation of the exposure value of derivative transactions

1.  
EBA shall, by 28 June 2023, report to the Commission on the impact and the relative calibration of the approaches set out in Sections 3, 4 and 5 of Chapter 6 of Title II of Part Three to calculate the exposure values of derivative transactions.
2.  
On the basis of the report by EBA, the Commission shall, where appropriate, submit a legislative proposal to amend the approaches set out in Sections 3, 4 and 5 of Chapter 6 of Title II of Part Three.
In Force

Version from: 08/07/2022

Amendment History