What changes on 28/01/2016
The text in force from 01/01/2016 compared with the text from 28/01/2016.
33 inserted
0 amended
0 deleted
0 moved
Read the act as of 28/01/2016 · other versions: 17/02/2016 · 26/06/2020
Chapter I
- inserted Article 1 - Methodology for calculating Additional Valuation Adjustments (AVAs)
- inserted Article 2 - Definitions
- inserted Article 3 - Sources of market data
Chapter II
- inserted Article 4 - Conditions for use of the simplified approach
- inserted Article 5 - Determination of AVAs under the simplified approach
- inserted Article 6 - Determination of total AVAs calculated under the simplified approach
Chapter III
- inserted Article 7 - Overview of the core approach
- inserted Article 8 - General provisions for the calculations of AVAs under the core approach
- inserted Article 9 - Calculation of market price uncertainty AVA
- inserted Article 10 - Calculation of close-out costs AVA
- inserted Article 11 - Calculation of model risk AVA
- inserted Article 12 - Calculation of unearned credit spreads AVA
- inserted Article 13 - Calculation of investing and funding costs AVA
- inserted Article 14 - Calculation of concentrated positions AVA
- inserted Article 15 - Calculation of future administrative costs AVA
- inserted Article 16 - Calculation of early termination AVA
- inserted Article 17 - Calculation of operational risk AVA
Chapter IV
- inserted Article 18 - Documentation requirements
- inserted Article 19 - Systems and controls requirements
Chapter V
- inserted Article 20 - Entry into force
Outside any heading
- inserted Recital 1
- inserted Recital 2
- inserted Recital 3
- inserted Recital 4
- inserted Recital 5
- inserted Recital 6
- inserted Recital 7
- inserted Recital 8
- inserted Recital 9
- inserted Recital 10
- inserted Recital 11
- inserted Preamble
- inserted Annex 1 - Formulae to be used for the purpose of aggregating AVAs under Articles 9(6), 10(7) and 11(7)