+Article 49 4.

Article 49 4.

Resolution authorities shall determine the value of liabilities arising from derivatives in accordance with the following:

(a) 

appropriate methodologies for determining the value of classes of derivatives, including transactions that are subject to netting agreements;

(b) 

principles for establishing the relevant point in time at which the value of a derivative position should be established; and

(c) 

appropriate methodologies for comparing the destruction in value that would arise from the close out and bail-in of derivatives with the amount of losses that would be borne by derivatives in a bail-in.

1. Übersicht

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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