emendrix

Art. 280a

Capital Requirements Regulation · 32013R0575 · every event for this act · on EUR-Lex

Interest rate risk category add-on

2 changes recorded across 2 events, newest first.

in force 2021-09-30 MODIFIED+8 −60

Amended by Regulation (EU) 2021/424 32021R0424

applies from: unchanged

Sources disagree — the text comparison found this change; the EU's own amendment metadata does not list it and the amending act's instructions do not mention it. All are shown; none is overruled.

In paragraph 3, the formula text that previously appeared immediately after the phrase introducing the effective notional amount calculation for hedging set j has been removed, leaving only the introductory words followed directly by the 'where' definitions.

Cited: Art. 280a, v1 · Art. 280a, v2

text before / after

02013R0575-2021062902013R0575-20210930

Article 280a Interest rate risk category add-on 1. For the purposes of Article 278, institutions shall calculate the interest rate risk category add-on for a given netting set as follows:AddOnIRjAddOnIRj where: AddOnIR the interest rate risk category add-on; j the index that denotes all the interest rate risk hedging sets established in accordance with point (a) of Article 277a(1) and with Article 277a(2) for the netting set; and AddOnIRj the interest rate risk category add-on for hedging set j calculated in accordance with paragraph 2. 2. Institutions shall calculate the interest rate risk category add-on for hedging set j as follows:AddOnIRjєjSFIREffNotIRj where: єj the hedging set supervisory factor coefficient of hedging set j determined in accordance with the applicable value specified in Article 280; SFIR the supervisory factor for the interest rate risk category with a value equal to 0,5 %; and EffNotIRj the effective notional amount of hedging set j calculated in accordance with paragraph 3. 3. For the purpose of calculating the effective notional amount of hedging set j, institutions shall first map each transaction of the hedging set to the appropriate bucket in Table 2. They shall do so on the basis of the end date of each transaction as determined under point (a) of Article 279b(1): Table 2 Bucket End date (in years) 1 > 0 and <= 1 2 > 1 and <= 5 3 > 5 Institutions shall then calculate the effective notional amount of hedging set j in accordance with the following formula:EffNotIRjDj,12Dj,221,4Dj,1Dj,21,4Dj,2Dj,30,6Dj,1Dj,3 formula: where: EffNotIRj the effective notional amount of hedging set j; and Dj,k the effective notional amount of bucket k of hedging set j calculated as follows:Dj,kl ∈ Bucket kRiskPositionl where: l the index that denotes the risk position.

in force 2021-06-28 INSERTED

Amended by Regulation (EU) 2019/2033 32019R2033 · Regulation (EU) 2019/876 32019R0876 · Regulation (EU) 2021/558 32021R0558 · Regulation (EU) 2020/873 32020R0873

applies from: unknown (an inserted provision states its own application date only in prose)

Sources disagree — the text comparison found this change; the EU's own amendment metadata does not list it. Both are shown; neither is overruled.

This is a new provision introducing a defined method for calculating the interest rate risk category add-on for a netting set, including formulas covering hedging set supervisory factor coefficients, the supervisory factor, and effective notional amounts across time buckets.

It also sets out how transactions within a hedging set are mapped to one of three end-date buckets and how the effective notional amount of each bucket and hedging set is then computed.

Cited: Art. 280a, v2

text before / after, on the event page →