Commission Delegated Regulation (EU) No 526/2014 of 12 March 2014 supplementing R... (32014R0526)
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Commission Delegated Regulation (EU) No 526/2014 of 12 March 2014 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards for determining proxy spread and limited smaller portfolios for credit valuation adjustment risk Text with EEA relevance
- COMMISSION DELEGATED REGULATION (EU) No 526/2014
- of 12 March 2014
- supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards for determining proxy spread and limited smaller portfolios for credit valuation adjustment risk
- (Text with EEA relevance)
- Article 1
- Determining an appropriate proxy spread
- Article 2
- Identification of LGD
- Article 3
- Quantitative limits on the number and size of qualifying portfolios
- Article 4
- Entry into force
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