RTS: Gross jump-to-default and notional amount calculations (Reg 575/2013)

This regulation sets out detailed technical standards for calculating specific financial risks. It ensures consistent application of rules for exposures to debt, equity, and derivative instruments, aiming for greater financial stability.

Banks, investment firms, insurance companies, and pension funds will be affected. The rules clarify how to determine gross jump-to-default amounts and notional amounts for various financial instruments.