Commission Delegated Regulation (EU) 2016/1401 of 23 May 2016 supplementing Direc... (32016R1401)
Commission Delegated Regulation (EU) 2016/1401 of 23 May 2016 supplementing Directive 2014/59/EU of the European Parliament and of the Council establishing a framework for the recovery and resolution of credit institutions and investment firms with regard to regulatory technical standards for methodologies and principles on the valuation of liabilities arising from derivatives (Text with EEA relevance)
- COMMISSION DELEGATED REGULATION (EU) 2016/1401
- of 23 May 2016
- supplementing Directive 2014/59/EU of the European Parliament and of the Council establishing a framework for the recovery and resolution of credit institutions and investment firms with regard to regulatory technical standards for methodologies and principles on the valuation of liabilities arising from derivatives
- (Text with EEA relevance)
- Article 1
- Definitions
- Article 2
- Comparison between the destruction in value that would arise from the close-out and the bail-in potential of derivative contracts
- Article 3
- Communication of the decision to close out
- Article 4
- Role of the netting agreement
- Article 5
- Valuation principle for early termination amount
- Article 6
- Determination of the close-out amount
- Article 7
- Valuation of cleared derivative contracts entered into between an institution under resolution and a CCP
- Article 8
- Point in time for establishing the value of derivative liabilities and early determination
- Article 9
- Entry into force
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