emendrix

Art. 325bd

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

Liquidity horizons

6 changes recorded across 6 events, newest first.

in force 2025-01-01 MODIFIED+205 −0

Amended by Regulation (EU) 2024/1623 32024R1623 · Regulation (EU) 2024/2987 32024R2987 · Regulation (EU) 2024/2795 32024R2795

applies from: unchanged

A new paragraph 5a has been added stating that currencies of Member States participating in ERM II shall be included in the most liquid currencies and domestic currency sub-category within the broad category of interest rate risk factor of Table 2.

This paragraph was not present in the earlier version of the article, which only addressed ERM II currency pairs under paragraph 5 without a corresponding provision on individual ERM II currencies for interest rate risk factors.

Cited: Art. 325bd, v2 · Art. 325bd, v1

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02013R0575-2024070902013R0575-20250101

Article 325bd Liquidity horizons 1. Institutions shall map each risk factor of positions assigned to the trading desks for which they have been granted permission as referred to in Article 325az(2), or for which they are in the process of being granted … 332 unchanged words … pairs that are composed of the euro and the currency of a Member State participating in ERM II shall be included in the most liquid currency pairs sub-category within the broad category of foreign exchange risk factor of Table 2. 5a. Currencies of Member States participating in ERM II shall be included in the most liquid currencies and domestic currency sub-category within the broad category of interest rate risk factor of Table 2. 6. An institution shall verify the appropriateness of the mapping referred to in paragraph 1 on at least a monthly basis. 7. EBA shall develop draft regulatory technical standards to specify: (a) how institutions are to map the risk factors of the positions referred to in paragraph 1 to broad categories of risk factors and broad sub-categories of risk factors for the purposes of paragraph 1; (b) which currencies constitute the most liquid currencies sub-category of the broad category of interest rate risk factor of Table 2; (c) which currency pairs constitute the most liquid currency pairs sub-category of the broad category of foreign exchange risk factor of Table 2; (d) the definitions of small market capitalisation and large market capitalisation for the purposes of the equity price and volatility sub-category of the broad category of equity risk factor of Table 2. EBA shall submit those draft regulatory technical standards to the Commission by 28 March 2020. Power is delegated to the Commission to supplement this Regulation by adopting the regulatory technical standards referred to in the first subparagraph in accordance with Articles 10 to 14 of Regulation (EU) No 1093/2010. Table 2 Broad categories of risk factors Broad sub-categories of risk factors Liquidity horizons Length of the liquidity horizon (in days) Interest rate Most liquid currencies and domestic currency 1 10 Other currencies (excluding most liquid currencies) 2 20 Volatility 4 60 Other types 4 60 Credit spread Central government, including central banks, of Member States 2 20 Covered bonds issued by credit institutions in Member States (Investment Grade) 2 20 Sovereign (Investment grade) 2 20 Sovereign (High yield) 3 40 Corporate (Investment grade) 3 40 Corporate (High yield) 4 60 Volatility 5 120 Other types 5 120 Equity Equity price (Large market capitalisation) 1 10 Equity price (Small market capitalisation) 2 20 Volatility (Large market capitalisation) 2 20 Volatility (Small market capitalisation) 4 60 Other types 4 60 Foreign exchange Most liquid currency pairs 1 10 Other currency pairs (excluding most liquid currency pairs) 2 20 Volatility 3 40 Other types 3 40 Commodity Energy price and carbon emissions price 2 20 Precious metal price and non-ferrous metal price 2 20 Other commodity prices (excluding energy price, carbon emissions price, precious metal price and non-ferrous metal price) 4 60 Energy volatility and carbon emissions volatility 4 60 Precious metal volatility and non-ferrous metal volatility 4 60 Other commodity volatilities (excluding energy volatility, carbon emissions volatility, precious metal volatility and non-ferrous metal volatility) 5 120 Other types 5 120

in force 2024-07-09 MODIFIED

Amended by Regulation (EU) 2024/1623 32024R1623

applies from: unknown

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in force 2023-06-28 INSERTED

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 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.

Paragraph 4's opening sentence now extends the effective liquidity horizon calculation to cover, in addition to a trading book position, a non-trading book position that is subject to foreign exchange or commodity risk.

The earlier version of that sentence referred only to a modellable risk factor of a given trading book position, without mentioning non-trading book positions.

Cited: Art. 325bd, v2 · Art. 325bd, v1

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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, Article 325bd on Liquidity horizons, is entirely new text with no prior counterpart, setting out rules for mapping trading-desk risk factors to broad categories and sub-categories of risk factors and their associated liquidity horizons, including a Table 2 listing those categories and horizon lengths.

It also specifies a formula for calculating an effective liquidity horizon for modellable risk factors, a rule on mapping euro/ERM II currency pairs, a monthly verification requirement, and a mandate for EBA to develop draft regulatory technical standards on mapping methodology and definitions, to be submitted to the Commission by 28 March 2020.

Cited: Art. 325bd, v2

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