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banking books)

Valuation risk The risk of losses from revisions of or adjustments to the accounting value of fair-valued assets and liabilities (trading and non- ( Regulation (EU) 575/2013 , Article 105 and Regulation (EU) trading books) 2016/101)Market risk sub-categories (level 2) Legal references/Definitions - Market price uncertainties RTS on Prudent Valuation - Close-out costs (Regulation (EU) 2016/101) - Valuation model risks - Unearned credit spreads - Investing and funding costs - Concentrated positions - Future administrative cost

Market risk sub- Legal references/Definitions63

1. Overview

,
Summary Regulation

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements
Source Requirement

3. Related Standards

Standards
Source Requirement
  • EBA - Published by the European Banking Authority at https://www.eba.europa.eu/