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Commission Delegated Regulation (EU) 2016/101

Preamble
Recitals 11
Chapter I - GENERAL PROVISIONS (Article 1-3) 3
Chapter II - SIMPLIFIED APPROACH FOR THE DETERMINATION OF AVAs (Article 4-6) 3
Chapter III - CORE APPROACH FOR THE DETERMINATION OF AVAs (Article 7-17) 11
Chapter IV - DOCUMENTATION, SYSTEMS AND CONTROLS (Article 18-19) 2
Chapter V - FINAL PROVISIONS (Article 20) 1
Annexes 1
- Annex 1
Amending acts 1
- Commission Delegated Regulation (EU) 2020/866from 26/06/2020

valuation exposure

Defined in Article 2, Commission Delegated Regulation (EU) 2016/101

Uses as of 17/02/2016

Definitions over time (1)

17/02/2016 – 26/06/2020 applies on 17/02/2016 Article 2, Commission Delegated Regulation (EU) 2016/101 Scope: Whole act

For the purpose of this Regulation the following definitions shall apply:

‘valuation exposure’ means the amount of a valuation position which is sensitive to the movement in a valuation input.

Other definitions of this term in this act (1)

Each has its own scope, dates and uses. Open one to see when it applies.

Article 2(c)

Used in (50 places in 10 provisions on 17/02/2016)

Commission Delegated Regulation (EU) 2016/101 (50 in 10)

Recital 6 · Article 2 · Article 8 · Article 9²⁰ · Article 10¹⁷ · Article 11 · Article 15³ · Article 18 · Article 19 · Annex 1⁴