On 5 August 2025, the European Banking Authority (EBA) issued a final report containing draft Regulatory Technical Standards (RTS) on the calculation and aggregation of crypto exposure value.
Background
The objective of the draft RTS is to further specify technical elements that ensure a sound prudential treatment of crypto-assets exposures in the EU, implementing the transitional provisions laid down in the Capital Requirements Regulation 3 (CRR) and taking into consideration, to the extent possible, the Basel standard on prudential treatment of crypto-asset exposures.
The final report follows an earlier consultation that the EBA conducted between 8 January 2025 to 8 April 2025.
Section 4.3 of the final report summarises the key issues that were raised during the consultation and the EBA’s response. This includes feedback on the calculation of the total exposure limit where the EBA agrees that the draft RTS should include and clarify the calculation of the 1% exposure limit for crypto asset exposures specified in Article 501d(3) in the CRR 3 for the transitional period. The 1% exposure limit in the CRR 3 is only applicable to crypto-asset exposures falling under Article 501(d)(2) point c (‘other crypto-assets’).
Next steps
The draft RTS will be submitted to the European Commission for adoption.
Following the adoption by the Commission, the draft RTS will be subject to scrutiny by the European Parliament and the Council before being published in the Official Journal of the European Union.