Art. 383m
Capital Requirements Regulation · 32013R0575 · every event for this act · on EUR-Lex
Correlation across buckets for interest rate risk
2 changes recorded across 2 events, newest first.
in force 2025-01-01 INSERTED+184 −0§
Amended by Regulation (EU) 2024/1623 32024R1623 · Regulation (EU) 2024/2987 32024R2987 · Regulation (EU) 2024/2795 32024R2795
applies from: unknown (an inserted provision states its own application date only in prose)
This is a newly inserted provision setting the cross-bucket correlation parameter for interest rate delta and vega risks at 0,5 for all currency pairs.
Cited: Art. 383m, v2
text before / after
inserted text (02013R0575-20250101)
Article 383m
Correlation across buckets for interest rate risk
The cross-bucket correlation parameter for interest rate delta and vega risks shall be set at 0,5 for all currency pairs.
in force 2024-07-09 INSERTED§
Amended by Regulation (EU) 2024/1623 32024R1623
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`.
text before / after, on the event page →