Updated 11/08/2026
Process initiated 09/08/2022
References (2)
eba.europa.eu/activities/single-rulebook/regulatory-activities/securitisation-and-covered-bonds/regulatory
24/04/2023
EBA/RTS/2023/02
Final Draft published
09/08/2022
EBA/CP/2022/11
Consultation published
CRR ToolDraft 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 on 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 is not effective until it is published in the Official Journal of the European Union. Below is the most recent document in the ongoing 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)
Draft RTS on determination of the exposure value of synthetic excess spread | judict