+Article 456 2.

Article 456 2.

EBA shall monitor the own funds requirements for credit valuation adjustment risk and by 1 January 2015 submit a report to the Commission. In particular, the report shall assess:

(a)

the treatment of CVA risk as a stand-alone charge versus an integrated component of the market risk framework;

(b)

the scope of the CVA risk charge including the exemption in Article 482;

(c)

eligible hedges;

(d)

calculation of capital requirements of CVA risk.

On the basis of that report and where the findings are that such action is necessary the Commission shall also be empowered to adopt a delegated act in accordance with Article 462 to amend Article 381, Article 382(1) to (3) and Articles 383 to 386 concerning those items.

1. Übersicht

Bezeichnung	Regulierung

1.1 Referenzen

1.2 Identifizierte Anforderungen

1.3 Zugehörige Standards

2. Identifizierte Anforderungen

Anforderungen
Quelle	Anforderung

3. Zugehörige Standards

Standards
Quelle	Anforderung

Builddate: 01.01.2027 00:00:00 -Doknr: CELEX:32013R0575
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