What changes on 08/07/2022

The text in force from 10/04/2022 compared with the text from 08/07/2022, which includes the changes made by Regulation (EU) 2019/2160.

Read the act as of 08/07/2022 · other versions: 28/06/2023 · 09/01/2024 · 09/07/2024 · 01/01/2025 · 29/06/2025 · 01/01/2026 · 26/06/2026 · 01/01/2027

Part III › Title II › Chapter 2 › Section 2

• amended Article 129 - Exposures in the form of covered bonds

Part III › Title II › Chapter 4 › Section 4 › Subsection 2

• amended Article 233 - Valuation

Part III › Title II › Chapter 5 › Section 3 › Subsection 2

• amended Article 257 - Determination of tranche maturity (M T )

Part III › Title II › Chapter 5 › Section 3 › Subsection 3

• amended Article 259 - Calculation of risk-weighted exposure amounts under the SEC-IRBA
• amended Article 261 - Calculation of risk-weighted exposure amounts under the Standardised Approach (SEC-SA)

Part III › Title II › Chapter 6 › Section 3

• amended Article 278 - Potential future exposure
• amended Article 279a - Supervisory delta
• amended Article 280 - Hedging set supervisory factor coefficient
• amended Article 280a - Interest rate risk category add-on
• amended Article 280f - Other risks category add-on

Part III › Title II › Chapter 6 › Section 4

• amended Article 281 - Calculation of the exposure value

Part III › Title IV › Chapter 1A › Section 3 › Subsection 2

• amended Article 325r - Delta risk sensitivities

Part III › Title IV › Chapter 1A › Section 6 › Subsection 1

• amended Article 325an - Intra-bucket correlations for credit spread risk for securitisations not included in the ACTP
• amended Article 325aq - Intra-bucket correlations for equity risk

Part III › Title IV › Chapter 1A › Section 6 › Subsection 2

• amended Article 325ay - Vega and curvature risk correlations

Part III › Title IV › Chapter 1B › Section 2

• amended Article 325bd - Liquidity horizons

Part III › Title VI

• amended Article 383 - Advanced method

Part IV

• amended Article 395 - Limits to large exposures

Part VI › Title II

• amended Article 416 - Reporting on liquid assets
• amended Article 425 - Inflows

Part VI › Title III

• amended Article 427 - Items providing stable funding
• amended Article 428 - Items requiring stable funding

Part VII

• amended Article 429a - Exposures excluded from the total exposure measure

Part SEVENA

• amended Article 430 - Reporting on prudential requirements and financial information

Part VIII › Title II

• amended Article 450 - Disclosure of remuneration policy

Part IX

• amended Article 464 - European Banking Committee

Part X › Title I › Chapter 1 › Section 3 › Subsection 1

• amended Article 473 - Introduction of amendments to IAS 19

Part X › Title I › Chapter 4

• amended Article 493 - Transitional provisions for large exposures
• amended Article 501 - Adjustment of risk-weighted non-defaulted SME exposures
• deleted Article 496 - Own funds requirements for covered bonds last in force on the version of 10/04/2022

Part X › Title III

• amended Article 520 - Amendment of Regulation (EU) No 648/2012

Outside any heading

• amended Annex III - Items subject to supplementary reporting of liquid assets