European Commission 23 May 2016, 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)

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European Union · · · Cited by 20 · 23-05-2016

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

23.8.2016

Official Journal of the European Union

L 228/7

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

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