Updated 21/11/2024
In force since 18/07/2022

Initial Legal Act
References (3)
28/06/2022
Delegated Regulation 2022/1011 published in OJ
19/02/2021
EBA/RTS/2021/03
Final Draft published
23/07/2020
EBA/CP/2020/14
Consultation published
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Delegated Regulation 2022/1011

Commission Delegated Regulation (EU) 2022/1011 of 10 March 2022 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards specifying how to determine the indirect exposures to a client arising from derivatives and credit derivatives contracts where the contract was not directly entered into with the client but the underlying debt or equity instrument was issued by that client (Text with EEA relevance)

RecitalsArticle 1 - General rules for the determination of the indirect exposure value to a client arising from derivative and credit derivative contractsArticle 2 - Allocation of the indirect exposures to categories of derivative contractsArticle 3 - Calculation of the indirect exposure value for options on debt and equity instrumentsArticle 4 - Calculation of the indirect exposure value for credit derivative contractsArticle 5 - Calculation of the indirect exposure value for other derivative contracts listed in Annex II to Regulation (EU) No 575/2013Article 6 - Calculation of the indirect exposure values arising from multi-underlying derivative contractsArticle 7