Article 383 › 7
EBA shall develop draft regulatory technical standards to specify in greater detail: (a) how a proxy spread is to be determined by the institution's approved internal model for the specific risk of debt instruments for the purposes of identifying si and LGDMKT referred to in paragraph 1; (b) the number and size of portfolios that fulfil the criterion of a limited number of smaller portfolios referred to in paragraph 4. EBA shall submit those draft regulatory technical standards to the Commission by 1 January 2014. Power is delegated to the Commission to adopt the regulatory technical standards referred to in the first subparagraph in accordance with Articles 10 to 14 of Regulation (EU) No 1093/2010.
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Source: EUR-Lex CELLAR · retrieved 2026-09-04