Art. 325ab
Capital Requirements Regulation · 32013R0575 · every event for this act · on EUR-Lex
4 changes recorded across 4 events, newest first.
in force 2025-01-01 MODIFIED±0§
Amended by Regulation (EU) 2024/1623 32024R1623 · Regulation (EU) 2024/2987 32024R2987 · Regulation (EU) 2024/2795 32024R2795
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in force 2023-06-28 INSERTED§
Amended by Regulation (EU) 2019/876 32019R0876
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in force 2020-12-28 INSERTED§
Amended by Regulation (EU) 2019/876 32019R0876
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in force 2019-06-27 INSERTED§
Amended by Regulation (EU) 2019/876 32019R0876
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Sources disagree — the text comparison and the amending act's instructions found this change; the EU's own amendment metadata does not list it. All are shown; none is overruled.
Article 325ab is new text setting out the scope of default risk own funds requirements for the ACTP, covering securitisation exposures, non-securitisation hedges, and the treatment of diversification between these categories.
It also states that for traded non-securitisation credit and equity derivatives, jump-to-default amounts for individual constituents are determined using a look-through approach.
Cited: Art. 325ab, v2
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