Updated 21/11/2024
In force since 08/12/2022

Initial Legal Act
References (7)
18/11/2022
Delegated Regulation 2022/2257 published in OJ
22/10/2021
EBA/RTS/2021/09
Final Draft published
12/03/2021
EBA/CP/2021/09
Consultation published
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Delegated Regulation 2022/2257

Commission Delegated Regulation (EU) 2022/2257 of 11 August 2022 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards specifying the calculation methods of gross jump-to-default amounts for exposures to debt and equity instruments and for exposures to default risk arising from certain derivative instruments, and specifying the determination of notional amounts of instruments other than the instruments referred to in Article 325w(4) of Regulation (EU) No 575/2013 (Text with EEA relevance)

RecitalsArticle 1 - Determination of the components P&Llong, P&Lshort, Adjustmentlong and Adjustmentshort for the calculation of gross JTD amounts for exposures to debt and equity instrumentsArticle 2 - Estimation of the gross JTD amounts for the exposures referred to in Article 325w (7) of Regulation (EU) No 575/2013Article 3 - Determination of notional amounts of instruments other than the instruments referred to in Article 325w (4) of Regulation (EU) No 575/2013Article 4 - Entry into force