lexiara

Article 49 › 4

BRRD

Resolution authorities shall determine the value of liabilities arising from derivatives in accordance with the following: (a) appropriate methodologies for determining the value of classes of derivatives, including transactions that are subject to netting agreements; (b) principles for establishing the relevant point in time at which the value of a derivative position should be established; and (c) appropriate methodologies for comparing the destruction in value that would arise from the close out and bail-in of derivatives with the amount of losses that would be borne by derivatives in a bail-in.

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Source: EUR-Lex CELLAR · retrieved 2026-09-04