The European Banking Authority (EBA) has published final draft regulatory technical standards (RTS) on the methodology for the valuation of derivative liabilities for the purpose of bail-in resolution. The RTS have been developed within the framework established by the Bank Recovery and Resolution Directive.

The RTS will provide EU resolution authorities with a methodology for the valuation of derivative liabilities of credit institutions placed under resolution and ensure that the discipline brought in by the new bail-in tool can effectively be extended to these liabilities too.

View EBA issues methodology for valuation of liabilities arising from derivatives, 17 December 2015