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Regulatory technical standards (RTS) on determining indirect derivatives exposures within the large exposures framework
Komisijas Deleģētā regula (ES) 2022/1011 (2022. gada 10. marts), ar ko Eiropas Parlamenta un Padomes Regulu (ES) Nr. 575/2013 papildina attiecībā uz regulatīvajiem tehniskajiem standartiem, kuros precizē, kā noteikt netiešos riska darījumus ar klientu, kuri izriet no atvasināto instrumentu un kredītu atvasināto instrumentu līgumiem, ja līgums nav tieši noslēgts ar klientu, bet attiecīgais klients ir emitējis pamatā esošo parāda vai pašu kapitāla instrumentu (Dokuments attiecas uz EEZ)
Initiative summary:
For the purposes of the large exposures requirements, Regulation (EU) No 575/2013 requires institutions to include in their total exposure to a client the exposures from derivative contracts entered into with a third party, but that have debt or equity instruments issued by that client as an underlying (indirect exposures). In accordance with Article 390(9) of Regulation (EU) No 575/2013, this Delegated Regulation specifies how institutions must determine the value of those indirect exposures.