Updated 20/11/2024
In force

Version from: 09/07/2024
Amendments (3)
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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 EBA report referred to in paragraph 1 and taking due account of the implementation in third countries of the internationally agreed standards developed by the BCBS, the Commission shall, where appropriate, submit a legislative proposal to the European Parliament and to the Council to amend the approaches set out in Part Three, Title II, Chapter 6, Sections 3, 4 and 5.