emendrix

Art. 72h

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

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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

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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)

Article 72h is an entirely new provision setting out how institutions that do not use the exception in Article 72j must carry out the deductions referred to in points (c) and (d) of Article 72e(1), covering holdings of eligible liabilities instruments of other G-SII entities.

It sets conditions under which net long positions in the same underlying exposure may be used for calculating direct, indirect and synthetic holdings, and a rule for determining the deductible amount for holdings of index securities by looking through to the underlying eligible liabilities instruments.

Cited: Art. 72h, v2

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