EBA Final draft regulatory technical standards on prudent valuation under Article 105(14) of Regulation (EU) No 575/2013 (Capital Requirements Regulation — CRR)
23 Jan 2015 (UPDATED: 13 Mar 2026)
International
1 min read
EBA has published a revised version of this document, originally published in March 2014, which means that all occurrences of “volatility” in Article 9 and Article 10 of the standards published in March 2014 should be replaced by “variance” for the purposes of computing market price uncertainty and close-out costs additional valuation adjustments . The amendment affects only institutions using the core approach.