The European Banking Authority (EBA) updated today the list of diversified indices, which was originally published in December 2013. The list is part of the implementing technical standards (ITS) drafted to calculate the capital requirements for position risk in equities according to the standardised rules. The list was updated according to the procedure and methodology laid down in the ITS and submitted to the European Commission for endorsement.
Related documents:
- Updated ITS on diversified indices [PDF, 262KB]
- Annex on diversified indices [PDF, 137KB]
