Art. 325aq
Capital Requirements Regulation · 32013R0575 · every event for this act · on EUR-Lex
4 changes recorded across 4 events, newest first.
in force 2023-06-28 INSERTED±0§
Amended by Regulation (EU) 2019/876 32019R0876
applies from: unknown
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in force 2021-09-30 MODIFIED§
Amended by Regulation (EU) 2021/424 32021R0424
applies from: unchanged
Sources disagree — the text comparison and the EU's own amendment metadata found this change; the amending act's instructions do not mention it. All are shown; none is overruled.
Paragraph 1 rewords the description of the two sensitivities and the shared issuer name condition without altering the 99,90% figure.
Paragraph 2 gains a new point (e) setting an 80% correlation between two sensitivities within the same bucket falling under bucket number 12 or 13.
Paragraph 3 now refers only to points (a) to (d) of paragraph 2 rather than to paragraph 2 as a whole, and its phrase 'equity repo rate' becomes 'equity repo rates'.
Cited: Art. 325aq, v1 · Art. 325aq, v2
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in force 2020-12-28 INSERTED§
Amended by Regulation (EU) 2019/876 32019R0876
applies from: unknown
Sources disagree — the amending act's instructions found this change; the text comparison finds no difference in the provision's text and the EU's own amendment metadata does not list it. All are shown; none is overruled.
No explanation shipped — the structural diff did not see this change, so it carries no text; another signal named the unit and the disagreement ships as `disputed`.
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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 entirely new, setting out intra-bucket correlation parameters for equity risk that did not previously exist in the regulation.
It specifies fixed correlation values between sensitivities to equity spot prices and equity repo rates depending on whether they relate to the same or different equity issuer name and on the market capitalisation and economy category of the bucket, and it provides a separate summation-based capital requirement formula for bucket 11.
Cited: Art. 325aq, v2
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