Europejski Urząd Nadzoru Giełd i Papierów Wartościowych (European Securities and Markets Authority - ESMA), Raport końcowy Regulacyjne Standardy Techniczne dot. metody obliczania i utrzymania dodatkowej kwoty prefinansowanych własnych zasobów celowych (art. 9 ust. 15 CCPRRR)

31 January 2022

ESMA91-372-1706

Final Report

RTS on the methodology for calculation and maintenance of the additional amount of pre-funded dedicated own resources (Article 9(15) of CCPRRR)

1 Executive Summary

Reasons for publication

Article 9(14) of CCPRRR introduces a requirement for EU CCPs to use, following a default or a non-default event, an additional amount of its pre-funded dedicated own resources, prior to the use of any other recovery arrangement.

Article 9(15) of CCPRRR mandates ESMA, in close cooperation with EBA and after consulting the ESCB, to develop draft regulatory technical standards specifying the methodology for calculation and maintenance of this additional amount of pre-funded dedicated own resources.

ESMA shall submit those draft regulatory technical standards to the Commission 12 months after the CCPRRR entered into force.

ESMA published a Consultation Paper with its draft regulatory technical standards under Article 9(14) of CCPRRR on 12 July 2021. The consultation...