Final Report on draft Regulatory Technical Standards on the valuation of liabilities from derivatives

These RTS specify methodologies and principles for the valuation, in the context of resolution, of liabilities arising from derivatives.

Disclaimer: The final report originally published on 8 July 2026 was replaced on 27 July 2026 with an updated version, removing a sentence that had been unintentionally included in the assessment of stakeholders' comments on replacement trades.