What changes on 09/01/2024

The text in force from 28/06/2023 compared with the text from 09/01/2024, which includes the changes made by Regulation (EU) 2022/2036, Regulation (EU) 2023/2869.

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

Part II › Title I › Chapter 2 › Section 3 › Subsection 2

• amended Article 49 - Requirement for deduction where consolidation, supplementary supervision or institutional protection schemes are applied

Part II › Title I › Chapter 5A › Section 2

• amended Article 72e - Deductions from eligible liabilities items

Part III › Title II › Chapter 2 › Section 1

• amended Article 113 - Calculation of risk-weighted exposure amounts

Part III › Title II › Chapter 2 › Section 2

• amended Article 132c - Treatment of off-balance-sheet exposures to CIUs

Part III › Title II › Chapter 3 › Section 2 › Subsection 1

• amended Article 151 - Treatment by exposure class

Part III › Title II › Chapter 4 › Section 4 › Subsection 1

• amended Article 221 - Using the internal models approach for master netting agreements

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

• amended Article 233 - Valuation

Part III › Title II › Chapter 4 › Section 5

• amended Article 239 - Valuation of protection

Part III › Title II › Chapter 5 › Section 3 › Subsection 1

• amended Article 252 - Treatment of maturity mismatches in synthetic securitisations

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

• amended Article 257 - Determination of tranche maturity (MT)

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 260 - Treatment of STS securitisations under the SEC-IRBA

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 280b - Foreign exchange 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 2

• amended Article 325f - Own funds requirements for delta and vega risks

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

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 325bb - Expected shortfall risk measure
• amended Article 325bd - Liquidity horizons

Part III › Title VI

• amended Article 383 - Advanced method

Part VI › Chapter 3 › Section 1

• moved Article 428i - Calculation of the amount of available stable funding from Part VI › Title IV › Chapter 3 › Section 1
• moved Article 428j - Residual maturity of a liability or of own funds from Part VI › Title IV › Chapter 3 › Section 1

Part VI › Chapter 3 › Section 2

• moved Article 428k - 0 % available stable funding factor from Part VI › Title IV › Chapter 3 › Section 2
• moved Article 428l - 50 % available stable funding factor from Part VI › Title IV › Chapter 3 › Section 2
• moved Article 428m - 90 % available stable funding factor from Part VI › Title IV › Chapter 3 › Section 2
• moved Article 428n - 95 % available stable funding factor from Part VI › Title IV › Chapter 3 › Section 2
• moved Article 428o - 100 % available stable funding factor from Part VI › Title IV › Chapter 3 › Section 2

Part VI › Chapter 4 › Section 1

• moved Article 428p - Calculation of the amount of required stable funding from Part VI › Title IV › Chapter 4 › Section 1
• moved Article 428q - Residual maturity of an asset from Part VI › Title IV › Chapter 4 › Section 1

Part VI › Chapter 4 › Section 2

• moved Article 428aa - 30 % required stable funding factor from Part VI › Title IV › Chapter 4 › Section 2
• moved Article 428ab - 35 % required stable funding factor from Part VI › Title IV › Chapter 4 › Section 2
• moved Article 428ac - 40 % required stable funding factor from Part VI › Title IV › Chapter 4 › Section 2
• moved Article 428ad - 50 % required stable funding factor from Part VI › Title IV › Chapter 4 › Section 2
• moved Article 428ae - 55 % required stable funding factor from Part VI › Title IV › Chapter 4 › Section 2
• moved Article 428af - 65 % required stable funding factor from Part VI › Title IV › Chapter 4 › Section 2
• moved Article 428ag - 85 % required stable funding factor from Part VI › Title IV › Chapter 4 › Section 2
• moved Article 428ah - 100 % required stable funding factor from Part VI › Title IV › Chapter 4 › Section 2
• moved Article 428r - 0 % required stable funding factor from Part VI › Title IV › Chapter 4 › Section 2
• moved Article 428s - 5 % required stable funding factor from Part VI › Title IV › Chapter 4 › Section 2
• moved Article 428t - 7 % required stable funding factor from Part VI › Title IV › Chapter 4 › Section 2
• moved Article 428u - 7,5 % required stable funding factor from Part VI › Title IV › Chapter 4 › Section 2
• moved Article 428v - 10 % required stable funding factor from Part VI › Title IV › Chapter 4 › Section 2
• moved Article 428w - 12 % required stable funding factor from Part VI › Title IV › Chapter 4 › Section 2
• moved Article 428x - 15 % required stable funding factor from Part VI › Title IV › Chapter 4 › Section 2
• moved Article 428y - 20 % required stable funding factor from Part VI › Title IV › Chapter 4 › Section 2
• moved Article 428z - 25 % required stable funding factor from Part VI › Title IV › Chapter 4 › Section 2

Part VI › Chapter 5

• moved Article 428ai - Derogation for small and non-complex institutions from Part VI › Title IV › Chapter 5

Part VI › Chapter 6 › Section 1

• moved Article 428aj - Simplified calculation of the amount of available stable funding from Part VI › Title IV › Chapter 6 › Section 1
• moved Article 428ak - Residual maturity of a liability or own funds from Part VI › Title IV › Chapter 6 › Section 1

Part VI › Chapter 6 › Section 2

• moved Article 428al - 0 % available stable funding factor from Part VI › Title IV › Chapter 6 › Section 2
• moved Article 428am - 50 % available stable funding factor from Part VI › Title IV › Chapter 6 › Section 2
• moved Article 428an - 90 % available stable funding factor from Part VI › Title IV › Chapter 6 › Section 2
• moved Article 428ao - 95 % available stable funding factor from Part VI › Title IV › Chapter 6 › Section 2
• moved Article 428ap - 100 % available stable funding factor from Part VI › Title IV › Chapter 6 › Section 2

Part VI › Chapter 7 › Section 1

• moved Article 428aq - Simplified calculation of the amount of required stable funding from Part VI › Title IV › Chapter 7 › Section 1
• moved Article 428ar - Residual maturity of an asset from Part VI › Title IV › Chapter 7 › Section 1

Part VI › Chapter 7 › Section 2

• moved Article 428as - 0 % required stable funding factor from Part VI › Title IV › Chapter 7 › Section 2
• moved Article 428at - 5 % required stable funding factor from Part VI › Title IV › Chapter 7 › Section 2
• moved Article 428au - 10 % required stable funding factor from Part VI › Title IV › Chapter 7 › Section 2
• moved Article 428av - 20 % required stable funding factor from Part VI › Title IV › Chapter 7 › Section 2
• moved Article 428aw - 50 % required stable funding factor from Part VI › Title IV › Chapter 7 › Section 2
• moved Article 428ax - 55 % required stable funding factor from Part VI › Title IV › Chapter 7 › Section 2
• moved Article 428ay - 85 % required stable funding factor from Part VI › Title IV › Chapter 7 › Section 2
• moved Article 428az - 100 % required stable funding factor from Part VI › Title IV › Chapter 7 › Section 2

Part VII

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

Part VIII › Title I

• inserted Article 434b - Accessibility of information on the European single access point

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

Part X › Title III

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

Part XI

• amended Article 521 - Entry into force and date of application