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Draft RTS on determination of the exposure value of synthetic excess spread | judict

Updated 17/03/2026

Metadata

Process initiated 09/08/2022

References (2)

EBA webpage on this draft

eba.europa.eu/activities/single-rulebook/regulatory-activities/securitisation-and-covered-bonds/regulatory

Timeline

24/04/2023

EBA/RTS/2023/02

Final Draft published

09/08/2022

Consultation published

Synchronised on 17/03/2026

CRR Tool Draft RTS on determination of the exposure value of synthetic excess spread

Draft RTS on determination of the exposure value of synthetic excess spread

Draft RTS specifying the determination by originator institutions of the exposure value of synthetic excess spread (SES) pursuant to Article 248(4) of the CRR

Attention! This Level 2 legal act has not yet been adopted by the European Commission. Below is the most recent document in this process.

Most recent document:EBA/RTS/2023/02

Document type:Final Draft

Published on:24/04/2023

Based on:

Art. 248(4) Regulation 575/2013 (CRR)