May 3, 2019
The European Banking Authority (EBA) has today launched a consultation, which outlines key aspects of Counterparty Credit Risk (SA-CCR) and they specify methods of derivatives transactions to risk categories mapping. The Regulatory Technical Standards (RTS) were developed based Capital Requirements Regulations (CCR2).
The consultation period closes on 2 August 2019.
The consultation paper can be found on the EBA’s website here. Related links: