Updated 03/12/2024
In force since 17/02/2016

Version from: 26/06/2020
References (2)
eba.europa.eu/implementing-technical-standards-amending-regulation-eu-no-6802014-supervisory-reporting
eba.europa.eu/activities/single-rulebook/regulatory-activities/market-counterparty-and-cva-risk/regulatory-2
16/01/2024
EBA/CP/2024/01/rev1
Consultation published
25/06/2020
Amendment: Delegated Regulation 2020/866 published in OJ
22/04/2020
EBA/RTS/2020/04
Final Draft published
17/04/2018
EBA/ITS/2018/01
Final Draft published
28/01/2016
Delegated Regulation 2016/101 published in OJ
23/01/2015
EBA/RTS/2014/06/rev1
Final Draft published
10/07/2013
EBA/CP/2013/28
Consultation published
13/11/2012
EBA/DP/2012/03
Consultation published
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CRR ToolDelegated Regulation 2016/101

Delegated Regulation 2016/101

Commission Delegated Regulation (EU) 2016/101 of 26 October 2015 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards for prudent valuation under Article 105(14) (Text with EEA relevance)

Recitals
Article 7 - Overview of the core approach Article 8 - General provisions for the calculations of AVAs under the core approach Q&AArticle 9 - Calculation of market price uncertainty AVA Q&AArticle 10 - Calculation of close-out costs AVA Q&AArticle 11 - Calculation of model risk AVAArticle 12 - Calculation of unearned credit spreads AVAArticle 13 - Calculation of investing and funding costs AVAArticle 14 - Calculation of concentrated positions AVAArticle 15 - Calculation of future administrative costs AVAArticle 16 - Calculation of early termination AVAArticle 17 - Calculation of operational risk AVA
ANNEX