Regulatory Alerts2025-01-01
Final Report on Draft Regulatory Technical Standards for Crypto Exposure Values under CRR 3
The European Banking Authority issues final draft regulatory technical standards to specify the calculation and aggregation of crypto-asset exposure values under Article 501d(5) of the Capital Requirements Regulation 3. These standards define technical elements for determining own funds requirements, including risk weights, netting, and hedging criteria for Asset Referenced Tokens and other crypto-assets, while aligning with Basel Committee standards. The document mandates reliable valuation processes and establishes a total exposure limit of 1% of Tier 1 capital for institutions during the transitional prudential treatment period.
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