emendrix

Art. 72e

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

Deductions from eligible liabilities items

6 changes recorded across 6 events, newest first.

in force 2024-01-09 MODIFIED+2,512 −0

Amended by Regulation (EU) 2022/2036 32022R2036 · Regulation (EU) 2023/2869 32023R2869

applies from: unchanged

The after text adds a new paragraph 5 requiring institutions and entities referred to in Article 1(1), points (b), (c) and (d), of Directive 2014/59/EU to deduct from eligible liabilities items their holdings of own funds instruments and eligible liabilities instruments when specified conditions concerning subsidiary and resolution-entity status are met.

This new paragraph also sets out a derogation from that deduction requirement where the holding entity complies with the relevant requirement on a consolidated basis and the issuing entity is included in that consolidation, and it clarifies how the terms eligible liabilities items and own funds instruments and eligible liabilities instruments are to be understood for purposes of the paragraph.

Paragraphs 1 through 4 remain unchanged between the two versions.

Cited: Art. 72e, v2 · Art. 72e, v1

text before / after

02013R0575-2023062802013R0575-20240109

Article 72e Deductions from eligible liabilities items 1. Institutions that are subject to Article 92a shall deduct the following from eligible liabilities items: (a) direct, indirect and synthetic holdings by the institution of own eligible liabilities instruments, including own liabilities that that institution … 740 unchanged words … the adjusted amount in accordance with the first subparagraph, the difference between the amount of holdings of own funds instruments and eligible liabilities instruments referred to in the first subparagraph and that adjusted amount shall be deducted by the subsidiary.5. Institutions and entities referred to in Article 1(1), points (b), (c) and (d), of Directive 2014/59/EU shall deduct from eligible liabilities items their holdings of own funds instruments and eligible liabilities instruments where all of the following conditions are met: (a) the own funds instruments and eligible liabilities instruments are held by an institution or entity that is not itself a resolution entity but that is a subsidiary of a resolution entity or of a third-country entity that would be a resolution entity if it were established in the Union; (b) the institution or entity referred to in point (a) is required to comply with the requirements laid down in Article 92b of this Regulation or in Article 45f of Directive 2014/59/EU; (c) the own funds instruments and eligible liabilities instruments held by the institution or entity referred to in point (a) were issued by an institution or entity referred to in Article 92b(1) of this Regulation or in Article 45f(1) of Directive 2014/59/EU that is not itself a resolution entity and that belongs to the same resolution group as the institution or entity referred to in point (a). By way of derogation from the first subparagraph, holdings of own funds instruments and eligible liabilities instruments shall not be deducted where the institution or entity referred to in point (a) of the first subparagraph is required to comply with the requirement referred to in point (b) of the first subparagraph on a consolidated basis and the institution or entity referred to in point (c) of the first subparagraph is included in the consolidation of the institution or entity referred to in point (a) of the first subparagraph in accordance with Part One, Title II, Chapter 2. For the purposes of this paragraph, the reference to eligible liabilities items shall be understood as a reference to any of the following: (a) eligible liabilities items taken into account for the purposes of complying with the requirement laid down in Article 92b; (b) liabilities that meet the conditions set out in Article 45f(2), point (a), of Directive 2014/59/EU. For the purposes of this paragraph, the reference to own funds instruments and eligible liabilities instruments shall be understood as a reference to any of the following: (a) own funds instruments and eligible liabilities instruments that meet the conditions set out in Article 92b(2) and (3); (b) own funds and liabilities that meet the conditions set out in Article 45f(2) of Directive 2014/59/EU.

in force 2023-06-28 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 2022-11-14 MODIFIED

Amended by Regulation (EU) 2022/2036 32022R2036

applies from: unchanged

Paragraph 4 now also refers to consultation with relevant third-country authorities of subsidiaries concerned, in addition to resolution authorities.

The formula for the adjusted amount m_i is revised so that the deduction inside the brackets now takes the maximum of a risk-weighted amount (r_i times aRWA_i) and a leverage-based amount (w_i times aLRE_i), rather than only the risk-weighted amount as before.

The definitions section adds a new variable w_i and a new variable aLRE_i, and extends the definitions of r_i and aRWA_i to cover equivalent resolution requirements and local regulations applicable to third-country subsidiaries.

Cited: Art. 72e, v2 · Art. 72e, v1

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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.

The definitions of LPi and beta in paragraph 4 now refer to eligible liabilities instruments rather than eligible liabilities items issued by the subsidiary, and the beta definition adds a calculation formula reference that was not present before.

The cross-reference for the ratio ri applicable to the subsidiary changes from Article 45d of Directive 2014/59/EU to point (a) of the first subparagraph of Article 45c(3) of that Directive.

Cited: Art. 72e, v1 · Art. 72e, 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)

A new Article 72e has been added, setting out deductions institutions subject to Article 92a must make from eligible liabilities items, covering holdings of own eligible liabilities instruments, reciprocal cross holdings with G-SII entities, and holdings in G-SII entities where a significant investment does or does not exist.

The new provision also sets out treatment of instruments ranking pari passu with eligible liabilities instruments, a formula for calculating holdings of certain eligible liabilities instruments, and a mechanism allowing a resolution authority to permit a parent institution to deduct a lower, specified amount for holdings in subsidiaries outside its resolution group, with the remaining difference deducted by the subsidiary.

Cited: Art. 72e, v2

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