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EBA consults on RTS for determining whether an instrument attracting residual risk acts as a hedge

Published on: 01 February 2024
Published by LNB News

LNB News 01/02/2024

Document Information

Issue Date: 01 February 2024

Published Date: 01 February 2024

Jurisdiction(s): Eire and European Union

Article summary

The European Banking Authority (EBA) is consulting on draft regulatory technical standards (RTS) on the conditions for determining whether an instrument attracting residual risk acts as a hedge under the Fundamental Review of the Trading Book. The RTS are part of the Phase 1 deliverables of the EBA roadmap on the implementation of the EU banking package in the area of market risk. Responses are sought by 3 May 2024.

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