Text applicable on 1 Jan 2027Consolidated version of 26 Jun 2020Future dateUnofficial text · authentic on EUR-Lex (opens in a new tab)
DR2016-101 Chapter iii — as applicable on 1 Jan 2027 (version of 26 Jun 2020)
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CHAPTER III
CORE APPROACH FOR THE DETERMINATION OF AVAs
- Article 7Overview of the core approach
- Article 8General provisions for the calculations of AVAs under the core approach
- Article 9Calculation of market price uncertainty AVA
- Article 10Calculation of close-out costs AVA
- Article 11Calculation of model risk AVA
- Article 12Calculation of unearned credit spreads AVA
- Article 13Calculation of investing and funding costs AVA
- Article 14Calculation of concentrated positions AVA
- Article 15Calculation of future administrative costs AVA
- Article 16Calculation of early termination AVA
- Article 17Calculation of operational risk AVA