What changes on 17/02/2016
The text in force from 28/01/2016 compared with the text from 17/02/2016.
0 inserted
29 amended
0 deleted
0 moved
Read the act as of 17/02/2016 · other versions: 26/06/2020
Chapter I
- amended Article 2 - Definitions
- amended Article 3 - Sources of market data
Chapter II
Chapter III
- amended Article 7 - Overview of the core approach
- amended Article 8 - General provisions for the calculations of AVAs under the core approach
- amended Article 9 - Calculation of market price uncertainty AVA
- amended Article 10 - Calculation of close-out costs AVA
- amended Article 11 - Calculation of model risk AVA
- amended Article 12 - Calculation of unearned credit spreads AVA
- amended Article 13 - Calculation of investing and funding costs AVA
- amended Article 14 - Calculation of concentrated positions AVA
- amended Article 15 - Calculation of future administrative costs AVA
- amended Article 17 - Calculation of operational risk AVA
Chapter IV
- amended Article 18 - Documentation requirements
- amended Article 19 - Systems and controls requirements
Chapter V
- amended Article 20 - Entry into force