Art. 325ag
Capital Requirements Regulation · 32013R0575 · every event for this act · on EUR-Lex
3 changes recorded across 3 events, newest first.
in force 2023-06-28 INSERTED±0§
Amended by Regulation (EU) 2019/876 32019R0876
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in force 2020-12-28 INSERTED§
Amended by Regulation (EU) 2019/876 32019R0876
applies from: unknown
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in force 2019-06-27 INSERTED§
Amended by Regulation (EU) 2019/876 32019R0876
applies from: unknown (an inserted provision states its own application date only in prose)
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.
This provision is newly introduced and sets out two aggregation parameters for combining general interest rate risk factors across different buckets.
It specifies a gamma value of 50% for aggregating risk factors from different buckets generally, and a gamma value of 80% specifically for aggregating a currency-based interest rate risk factor referred to in Article 325av(3) with an interest rate risk factor based on the euro.
Cited: Art. 325ag, v2
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