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  1. #2735215

    Roimh theacht i bhfeidhm Rialachán (AE) 2019/876 ó Pharlaimint na hEorpa agus ón gComhairle, chuir Airteagail 429, 429a agus 429b de Rialachán (AE) Uimh. 575/2013 d’oibleagáid ar institiúidí luach risíochta a ndíorthach a ríomh trí mhodh um marcáil ón margadh a úsáid — Modh na Risíochta Reatha (“CEM”) — de bhua tagairt d’Airteagal 274 den Rialachán sin, a bhaineann le Risíocht ar Chóimheas Luamhánaithe a ríomh.

    Prior to the entry into force of Regulation (EU) 2019/876 of the European Parliament and of the Council, Article 429, 429a and 429b of Regulation (EU) No 575/2013, obliged institutions to calculate the exposure value of their derivatives using a mark-to-market method – the Current Exposure Method (‘CEM’) – by virtue of a reference to Article 274 of that Regulation, related to the calculation of the Leverage Ratio Exposure.

    Commission Delegated Regulation (EU) 2023/662 of 20 January 2023 amending Delegated Regulation (EU) 2015/63 as regards the methodology for the calculation of liabilities arising from derivatives

  2. #2735222

    Dá bhrí sin, is gá é a chur ar a gcumas d’institiúidí Modh na Risíochta Reatha a úsáid chun dliteanais a eascraíonn as conarthaí díorthacha a luacháil agus an modh sin, a leagadh síos roimhe sin i Rialachán (AE) Uimh. 575/2013, a thabhairt isteach i Rialachán Tarmligthe (AE) 2015/63.

    It is therefore necessary to enable institutions to use the Current Exposure Method for the valuation of liabilities arising from derivative contracts and to introduce that method, previously laid down in Regulation (EU) No 575/2013, in Delegated Regulation (EU) 2015/63.

    Commission Delegated Regulation (EU) 2023/662 of 20 January 2023 amending Delegated Regulation (EU) 2015/63 as regards the methodology for the calculation of liabilities arising from derivatives