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New version applies from 26/06/2020 — introduced by Commission Delegated Regulation (EU) 2020/866.
16 provisions change.
Commission Delegated Regulation (EU) 2016/101
28/01/2016 → 17/02/2016: 0 inserted · 0 removed · 29 amended · 0 moved · 1 renamed · 4 unchanged
Position-only shifts inside the same heading are not changes. Amended = the printed text changed.
Preamble
- amended Preamble
Recitals
Chapter I - GENERAL PROVISIONS
- amended Article 2 - Definitions Chapter I
- amended Article 3 - Sources of market data Chapter I
Chapter I · 1 unchanged
Chapter II - SIMPLIFIED APPROACH FOR THE DETERMINATION OF AVAs
- amended Article 4 - Conditions for use of the simplified approach Chapter II
Chapter III - CORE APPROACH FOR THE DETERMINATION OF AVAs
- amended Article 7 - Overview of the core approach Chapter III
- amended Article 8 - General provisions for the calculations of AVAs under the core approach Chapter III
- amended Article 9 - Calculation of market price uncertainty AVA Chapter III
- amended Article 10 - Calculation of close-out costs AVA Chapter III
- amended Article 11 - Calculation of model risk AVA Chapter III
- amended Article 12 - Calculation of unearned credit spreads AVA Chapter III
- amended Article 13 - Calculation of investing and funding costs AVA Chapter III
- amended Article 14 - Calculation of concentrated positions AVA Chapter III
- amended Article 15 - Calculation of future administrative costs AVA Chapter III
- amended Article 17 - Calculation of operational risk AVA Chapter III
Chapter III · 1 unchanged
Chapter IV - DOCUMENTATION, SYSTEMS AND CONTROLS
- amended Article 18 - Documentation requirements Chapter IV
- amended Article 19 - Systems and controls requirements Chapter IV
Chapter V - FINAL PROVISIONS
- amended Article 20 - Entry into force Chapter V
Annexes
- amendedrenamed Annex 1 was “Annex 1 - Formulae to be used for the purpose of aggregating AVAs under Articles 9(6), 10(7) and 11(7)”