Art. 325bk
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)
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Article 325bk is a newly added provision defining the stress scenario risk measure for a non-modellable risk factor as the loss incurred on positions subject to foreign exchange or commodity risk when an extreme future shock scenario is applied to that factor.
It requires institutions to develop extreme shock scenarios for non-modellable risk factors to the satisfaction of competent authorities, and directs EBA to draft regulatory technical standards covering how such scenarios are developed and applied, a regulatory fallback scenario per broad sub-category from Article 325bd's Table 2, conditions for calculating the measure across more than one risk factor, and aggregation methods, with submission to the Commission by 28 September 2020.
Cited: Art. 325bk, v2
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