Updated 22/11/2024
In force since 09/06/2014

Initial Legal Act
References (3)
eba.europa.eu/activities/single-rulebook/regulatory-activities/credit-risk/regulatory-technical-standards-4
eba.europa.eu/regulatory-technical-standards-amending-rts-cva-proxy-spread
21/06/2017
EBA/RTS/2017/07
Final Draft published
06/04/2016
EBA/CP/2016/04
Consultation published
20/05/2014
Delegated Regulation 526/2014 published in OJ
20/12/2013
EBA/RTS/2013/17
Final Draft published
11/07/2012
EBA/CP/2012/09
Consultation published
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CRR ToolDelegated Regulation 526/2014

Delegated Regulation 526/2014

Commission Delegated Regulation (EU) No 526/2014 of 12 March 2014 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards for determining proxy spread and limited smaller portfolios for credit valuation adjustment risk (Text with EEA relevance)

RecitalsArticle 1 - Determining an appropriate proxy spread Q&AArticle 2 - Identification of LGDMKT Article 3 - Quantitative limits on the number and size of qualifying portfolios Article 4 - Entry into force