EBA publication of its final draft RTS on the prudential treatment of crypto-asset exposures under CRR 3, 5 August 2025

On the 5^th of August 2025, the European Banking Authority published its final draft Regulatory Technical Standards (RTS) outlining the technical elements for institutions to calculate and aggregate crypto-asset exposures in relation to the prudential treatment of such exposures under Regulation 2024/1623/EU (CRR 3). Among other things, the draft RTS expand the relevant capital treatment for (counterparty) credit risk, market risk, and credit valuation adjustment risk for asset referenced tokens (ARTs) referencing one or more traditional asset(s) and ‘other’ crypto-asset exposures.