Capital Requirements Regulation (CRR) · Regulation (EU) No 575/2013

Preamble

Preamble · 1 unchanged

Recitals

Recitals · 136 unchanged

Recital 1 · Recital 2 · Recital 3 · Recital 4 · Recital 5 · Recital 6 · Recital 7 · Recital 8 · Recital 9 · Recital 10 · Recital 11 · Recital 12 · Recital 13 · Recital 14 · Recital 15 · Recital 16 · Recital 17 · Recital 18 · Recital 19 · Recital 20 · Recital 21 · Recital 22 · Recital 23 · Recital 24 · Recital 25 · Recital 26 · Recital 27 · Recital 28 · Recital 29 · Recital 30 · Recital 31 · Recital 32 · Recital 33 · Recital 34 · Recital 35 · Recital 36 · Recital 37 · Recital 38 · Recital 39 · Recital 40 · Recital 41 · Recital 42 · Recital 43 · Recital 44 · Recital 45 · Recital 46 · Recital 47 · Recital 48 · Recital 49 · Recital 50 · Recital 51 · Recital 52 · Recital 53 · Recital 54 · Recital 55 · Recital 56 · Recital 57 · Recital 58 · Recital 59 · Recital 60 · Recital 61 · Recital 62 · Recital 63 · Recital 64 · Recital 65 · Recital 66 · Recital 67 · Recital 68 · Recital 69 · Recital 70 · Recital 71 · Recital 72 · Recital 73 · Recital 74 · Recital 75 · Recital 76 · Recital 77 · Recital 78 · Recital 79 · Recital 80 · Recital 81 · Recital 82 · Recital 83 · Recital 84 · Recital 85 · Recital 86 · Recital 87 · Recital 88 · Recital 89 · Recital 90 · Recital 91 · Recital 92 · Recital 93 · Recital 94 · Recital 95 · Recital 96 · Recital 97 · Recital 98 · Recital 99 · Recital 100 · Recital 101 · Recital 102 · Recital 103 · Recital 104 · Recital 105 · Recital 106 · Recital 107 · Recital 108 · Recital 109 · Recital 110 · Recital 111 · Recital 112 · Recital 113 · Recital 114 · Recital 115 · Recital 116 · Recital 117 · Recital 118 · Recital 119 · Recital 120 · Recital 121 · Recital 122 · Recital 123 · Recital 124 · Recital 125 · Recital 126 · Recital 127 · Recital 128 · Recital 129 · Recital 130 · Recital 131 · Recital 132 · Recital 133 · Recital 134 · Recital 135 · Recital 136

Part I - GENERAL PROVISIONS

amended Article 2 - Supervisory powers Part I › Title I
amended Article 6 - General principles Part I › Title II › Chapter 1
amended Article 11 - General treatment Part I › Title II › Chapter 2 › Section 1

Part I · 22 unchanged

Article 1 · Article 3 · Article 4 · Article 5 · Article 7 · Article 8 · Article 9 · Article 10 · Article 12 · Article 12a · Article 13 · Article 14 · Article 15 · Article 16 · Article 17 · Article 18 · Article 19 · Article 20 · Article 21 · Article 22 · Article 23 · Article 24

Part II - OWN FUNDS AND ELIGIBLE LIABILITIES

amended Article 36 - Deductions from Common Equity Tier 1 items Part II › Title I › Chapter 2 › Section 3 › Subsection 1
amended Article 39 - Tax overpayments, tax loss carry backs and deferred tax assets that do not rely on future profitability Part II › Title I › Chapter 2 › Section 3 › Subsection 1
amended Article 47a - Non-performing exposures Part II › Title I › Chapter 2 › Section 3 › Subsection 1
amended Article 47c - Deduction for non-performing exposures Part II › Title I › Chapter 2 › Section 3 › Subsection 1
amended Article 49 - Requirement for deduction where consolidation, supplementary supervision or institutional protection schemes are applied Part II › Title I › Chapter 2 › Section 3 › Subsection 2
amended Article 72e - Deductions from eligible liabilities items Part II › Title I › Chapter 5A › Section 2

Part II · 78 unchanged

Article 25 · Article 26 · Article 27 · Article 28 · Article 29 · Article 30 · Article 31 · Article 32 · Article 33 · Article 34 · Article 35 · Article 37 · Article 38 · Article 40 · Article 41 · Article 42 · Article 43 · Article 44 · Article 45 · Article 46 · Article 47 · Article 47b · Article 48 · Article 50 · Article 51 · Article 52 · Article 53 · Article 54 · Article 55 · Article 56 · Article 57 · Article 58 · Article 59 · Article 60 · Article 61 · Article 62 · Article 63 · Article 64 · Article 65 · Article 66 · Article 67 · Article 68 · Article 69 · Article 70 · Article 71 · Article 72 · Article 72a · Article 72b · Article 72c · Article 72d · Article 72f · Article 72g · Article 72h · Article 72i · Article 72j · Article 72k · Article 72l · Article 73 · Article 74 · Article 75 · Article 76 · Article 77 · Article 78 · Article 78a · Article 79 · Article 79a · Article 80 · Article 81 · Article 82 · Article 83 · Article 84 · Article 85 · Article 86 · Article 87 · Article 88 · Article 89 · Article 90 · Article 91

Part III - CAPITAL REQUIREMENTS

amended Article 93 - Initial capital requirement on going concern Part III › Title I › Chapter 1 › Section 1
amended Article 114 - Exposures to central governments or central banks Part III › Title II › Chapter 2 › Section 2
amended Article 123 - Retail exposures Part III › Title II › Chapter 2 › Section 2
amended Article 132a - Approaches for calculating risk-weighted exposure amounts of CIUs Part III › Title II › Chapter 2 › Section 2
amended Article 150 - Conditions for permanent partial use Part III › Title II › Chapter 3 › Section 1
amended Article 223 - Financial Collateral Comprehensive Method Part III › Title II › Chapter 4 › Section 4 › Subsection 1
amended Article 235 - Calculating risk-weighted exposure amounts under the Standardised Approach Part III › Title II › Chapter 4 › Section 4 › Subsection 2
amended Article 236 - Calculating risk-weighted exposure amounts and expected loss amounts under the IRB Approach Part III › Title II › Chapter 4 › Section 4 › Subsection 2
amended Article 248 - Exposure value Part III › Title II › Chapter 5 › Section 3 › Subsection 1
amended Article 249 - Recognition of credit risk mitigation for securitisation positions Part III › Title II › Chapter 5 › Section 3 › Subsection 1
amended Article 255 - Determination of K IRB and K SA 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 2
amended Article 259 - Calculation of risk-weighted exposure amounts under the SEC-IRBA Part III › Title II › Chapter 5 › Section 3 › Subsection 3
amended Article 261 - Calculation of risk-weighted exposure amounts under the Standardised Approach (SEC-SA) Part III › Title II › Chapter 5 › Section 3 › Subsection 3
amended Article 263 - Calculation of risk-weighted exposure amounts under the External Ratings Based Approach (SEC-ERBA) Part III › Title II › Chapter 5 › Section 3 › Subsection 3
amended Article 264 - Treatment of STS securitisations under the SEC-ERBA Part III › Title II › Chapter 5 › Section 3 › Subsection 3
amended Article 269 - Re-securitisations Part III › Title II › Chapter 5 › Section 3 › Subsection 5
amended Article 279a - Supervisory delta Part III › Title II › Chapter 6 › Section 5
amended Article 284 - Exposure value Part III › Title II › Chapter 6 › Section 6
amended Article 308 - Own funds requirements for pre-funded contributions to the default fund of a QCCP Part III › Title II › Chapter 6 › Section 9
amended Article 309 - Own funds requirements for pre-funded contributions to the default fund of a non-qualifying CCP and for unfunded contributions to a non-qualifying CCP Part III › Title II › Chapter 6 › Section 9
amended Article 311 - Own funds requirements for exposures to CCPs that cease to meet certain conditions Part III › Title II › Chapter 6 › Section 9
amended Article 316 - Relevant indicator Part III › Title III › Chapter 2
amended Article 325f - Own funds requirements for delta and vega risks Part III › Title IV › Chapter 1A › Section 2
amended Article 325h - Aggregation of risk-class specific own funds requirements for delta, vega and curvature risks Part III › Title IV › Chapter 1A › Section 2
amended Article 325w - Gross jump-to-default amounts Part III › Title IV › Chapter 1A › Section 5 › Subsection 1
amended Article 325y - Calculation of the own funds requirements for the default risk Part III › Title IV › Chapter 1A › Section 5 › Subsection 1
amended Article 325ad - Calculation of the own funds requirements for the default risk for the ACTP Part III › Title IV › Chapter 1A › Section 5 › Subsection 3
amended Article 325af - Intra bucket correlations for general interest rate risk Part III › Title IV › Chapter 1A › Section 6 › Subsection 1
amended Article 325ag - Correlations across buckets for general interest rate risk Part III › Title IV › Chapter 1A › Section 6 › Subsection 1
amended Article 325ai - Intra-bucket correlations for credit spread risk for non-securitisations Part III › Title IV › Chapter 1A › Section 6 › Subsection 1
amended Article 325al - Correlations for credit spread risk for securitisations included in the ACTP 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 1
amended Article 325ao - Correlations across buckets for credit spread risk for securitisations not included in the ACTP Part III › Title IV › Chapter 1A › Section 6 › Subsection 1
amended Article 325aq - Intra-bucket correlations for equity risk Part III › Title IV › Chapter 1A › Section 6 › Subsection 1
amended Article 325at - Intra-bucket correlations for commodity risk Part III › Title IV › Chapter 1A › Section 6 › Subsection 1
amended Article 325ax - Vega and curvature risk weights Part III › Title IV › Chapter 1A › Section 6 › Subsection 2
amended Article 325ay - Vega and curvature risk correlations Part III › Title IV › Chapter 1A › Section 6 › Subsection 2
amended Article 325bb - Expected shortfall risk measure Part III › Title IV › Chapter 1B › Section 2
amended Article 325bc - Partial expected shortfall calculations Part III › Title IV › Chapter 1B › Section 2
amended Article 325bd - Liquidity horizons Part III › Title IV › Chapter 1B › Section 2
amended Article 325bf - Regulatory back-testing requirements and multiplication factors Part III › Title IV › Chapter 1B › Section 2
amended Article 325bh - Requirements on risk measurement Part III › Title IV › Chapter 1B › Section 2
amended Article 366 - Regulatory back testing and multiplication factors Part III › Title IV › Chapter 5 › Section 2
amended Article 384 - Standardised method Part III › Title VI

Part III · 328 unchanged

Article 92 · Article 92a · Article 92b · Article 94 · Article 95 · Article 96 · Article 97 · Article 98 · Article 99 · Article 100 · Article 101 · Article 102 · Article 103 · Article 104 · Article 104b · Article 105 · Article 106 · Article 107 · Article 108 · Article 109 · Article 110 · Article 111 · Article 112 · Article 113 · Article 115 · Article 116 · Article 117 · Article 118 · Article 119 · Article 120 · Article 121 · Article 122 · Article 124 · Article 125 · Article 126 · Article 127 · Article 128 · Article 129 · Article 130 · Article 131 · Article 132 · Article 133 · Article 134 · Article 135 · Article 136 · Article 137 · Article 138 · Article 139 · Article 140 · Article 141 · Article 142 · Article 143 · Article 144 · Article 145 · Article 146 · Article 147 · Article 148 · Article 149 · Article 151 · Article 152 · Article 153 · Article 154 · Article 155 · Article 156 · Article 157 · Article 158 · Article 159 · Article 160 · Article 161 · Article 162 · Article 163 · Article 164 · Article 165 · Article 166 · Article 167 · Article 168 · Article 169 · Article 170 · Article 171 · Article 172 · Article 173 · Article 174 · Article 175 · Article 176 · Article 177 · Article 178 · Article 179 · Article 180 · Article 181 · Article 182 · Article 183 · Article 184 · Article 185 · Article 186 · Article 187 · Article 188 · Article 189 · Article 190 · Article 191 · Article 192 · Article 193 · Article 194 · Article 195 · Article 196 · Article 197 · Article 198 · Article 199 · Article 200 · Article 201 · Article 202 · Article 203 · Article 204 · Article 205 · Article 206 · Article 207 · Article 208 · Article 209 · Article 210 · Article 211 · Article 212 · Article 213 · Article 214 · Article 215 · Article 216 · Article 217 · Article 218 · Article 219 · Article 220 · Article 221 · Article 222 · Article 224 · Article 225 · Article 226 · Article 227 · Article 228 · Article 229 · Article 230 · Article 231 · Article 232 · Article 233 · Article 234 · Article 237 · Article 238 · Article 239 · Article 240 · Article 241 · Article 242 · Article 243 · Article 244 · Article 245 · Article 246 · Article 247 · Article 250 · Article 251 · Article 252 · Article 253 · Article 254 · Article 256 · Article 258 · Article 260 · Article 262 · Article 265 · Article 266 · Article 267 · Article 268 · Article 270 · Article 270a · Article 270b · Article 270c · Article 270d · Article 270e · Article 271 · Article 272 · Article 273 · Article 274 · Article 275 · Article 276 · Article 277 · Article 278 · Article 279 · Article 280 · Article 281 · Article 282 · Article 283 · Article 285 · Article 286 · Article 287 · Article 288 · Article 289 · Article 290 · Article 291 · Article 292 · Article 293 · Article 294 · Article 295 · Article 296 · Article 297 · Article 298 · Article 299 · Article 300 · Article 301 · Article 302 · Article 303 · Article 304 · Article 305 · Article 306 · Article 307 · Article 310 · Article 312 · Article 313 · Article 314 · Article 315 · Article 317 · Article 318 · Article 319 · Article 320 · Article 321 · Article 322 · Article 323 · Article 324 · Article 325 · Article 325a · Article 325b · Article 325c · Article 325d · Article 325e · Article 325g · Article 325i · Article 325j · Article 325k · Article 325l · Article 325m · Article 325n · Article 325o · Article 325p · Article 325q · Article 325r · Article 325s · Article 325t · Article 325u · Article 325v · Article 325x · Article 325z · Article 325aa · Article 325ab · Article 325ac · Article 325ae · Article 325ah · Article 325aj · Article 325ak · Article 325am · Article 325ap · Article 325ar · Article 325as · Article 325au · Article 325av · Article 325aw · Article 325az · Article 325ba · Article 325be · Article 325bg · Article 325bi · Article 325bj · Article 325bk · Article 325bl · Article 325bm · Article 325bn · Article 325bo · Article 325bp · Article 326 · Article 327 · Article 328 · Article 329 · Article 330 · Article 331 · Article 332 · Article 333 · Article 334 · Article 335 · Article 336 · Article 337 · Article 338 · Article 339 · Article 340 · Article 341 · Article 342 · Article 343 · Article 344 · Article 345 · Article 346 · Article 347 · Article 348 · Article 349 · Article 350 · Article 351 · Article 352 · Article 353 · Article 354 · Article 355 · Article 356 · Article 357 · Article 358 · Article 359 · Article 360 · Article 361 · Article 362 · Article 363 · Article 364 · Article 365 · Article 367 · Article 368 · Article 369 · Article 370 · Article 371 · Article 372 · Article 373 · Article 374 · Article 375 · Article 376 · Article 377 · Article 378 · Article 379 · Article 380 · Article 381 · Article 382 · Article 383 · Article 385 · Article 386

Part IV - LARGE EXPOSURES

Part IV · 17 unchanged

Article 387 · Article 388 · Article 389 · Article 390 · Article 391 · Article 392 · Article 393 · Article 394 · Article 395 · Article 396 · Article 397 · Article 398 · Article 399 · Article 400 · Article 401 · Article 402 · Article 403

Part VI - LIQUIDITY

amended Article 415 - Reporting obligation and reporting format Part VI › Title II

Part VI · 17 unchanged

Article 411 · Article 412 · Article 413 · Article 414 · Article 416 · Article 417 · Article 418 · Article 419 · Article 420 · Article 421 · Article 422 · Article 423 · Article 424 · Article 425 · Article 426 · Article 427 · Article 428

Part VII - LEVERAGE

amended Article 429b - Counterparty credit risk add-on for repurchase transactions, securities or commodities lending or borrowing transactions, long settlement transactions and margin lending transactions Part VII

Part VII · 2 unchanged

Article 429 · Article 429a

Part SEVENA - REPORTING REQUIREMENTS

amended Article 430 - Reporting on prudential requirements and financial information Part SEVENA

Part SEVENA · 2 unchanged

Article 430b · Article 430c

Part VIII - DISCLOSURE BY INSTITUTIONS

Part VIII · 26 unchanged

Article 431 · Article 432 · Article 433 · Article 434 · Article 434a · Article 435 · Article 436 · Article 437 · Article 438 · Article 439 · Article 440 · Article 441 · Article 442 · Article 443 · Article 444 · Article 445 · Article 446 · Article 447 · Article 448 · Article 449 · Article 450 · Article 451 · Article 452 · Article 453 · Article 454 · Article 455

Part IX - DELEGATED AND IMPLEMENTING ACTS

amended Article 462 - Exercise of the delegation Part IX
amended Article 464 - European Banking Committee Part IX

Part IX · 8 unchanged

Article 456 · Article 457 · Article 458 · Article 459 · Article 460 · Article 461 · Article 461a · Article 463

Part X - TRANSITIONAL PROVISIONS, REPORTS, REVIEWS AND AMENDMENTS

removed Article 467 - Unrealised losses measured at fair value Part X › Title I › Chapter 1 › Section 2
amendedrenamed Article 468 - Temporary treatment of unrealised gains and losses measured at fair value through other comprehensive income in view of the COVID-19 pandemic Part X › Title I › Chapter 1 › Section 2 was “Article 468 - Unrealised gains measured at fair value”
amended Article 473a - Introduction of IFRS 9 Part X › Title I › Chapter 1 › Section 3 › Subsection 1
amended Article 493 - Transitional provisions for large exposures Part X › Title I › Chapter 4
amended Article 495 - Treatment of equity exposures under the IRB Approach Part X › Title I › Chapter 4
amended Article 496 - Own funds requirements for covered bonds Part X › Title I › Chapter 4
inserted Article 500a - Temporary treatment of public debt issued in the currency of another Member State Part X › Title I › Chapter 4
inserted Article 500b - Temporary exclusion of certain exposures to central banks from the total exposure measure in view of the COVID-19 pandemic Part X › Title I › Chapter 4
inserted Article 500c - Exclusion of overshootings from the calculation of the back-testing addend in view of the COVID-19 pandemic Part X › Title I › Chapter 4
inserted Article 500d - Temporary calculation of the exposure value of regular-way purchases and sales awaiting settlement in view of the COVID-19 pandemic Part X › Title I › Chapter 4
amendedrenamed Article 501 - Adjustment of risk-weighted non-defaulted SME exposures Part X › Title I › Chapter 4 was “Article 501 - Capital requirements deduction for credit risk on exposures to SMEs”
amended Article 501a - Adjustment to own funds requirements for credit risk for exposures to entities that operate or finance physical structures or facilities, systems and networks that provide or support essential public services Part X › Title I › Chapter 4
amended Article 514 - Method for the calculation of the exposure value of derivative transactions Part X › Title II
inserted Article 518b - Report on overshootings and supervisory powers to limit distributions Part X › Title II
amended Article 520 - Amendment of Regulation (EU) No 648/2012 Part X › Title III

Part X · 58 unchanged

Article 465 · Article 466 · Article 469 · Article 469a · Article 470 · Article 471 · Article 472 · Article 473 · Article 474 · Article 475 · Article 476 · Article 477 · Article 478 · Article 479 · Article 480 · Article 481 · Article 482 · Article 483 · Article 484 · Article 485 · Article 486 · Article 487 · Article 488 · Article 489 · Article 490 · Article 491 · Article 492 · Article 494 · Article 494a · Article 494b · Article 497 · Article 498 · Article 499 · Article 500 · Article 501b · Article 501c · Article 502 · Article 503 · Article 504 · Article 504a · Article 505 · Article 506 · Article 507 · Article 508 · Article 509 · Article 510 · Article 511 · Article 512 · Article 513 · Article 515 · Article 516 · Article 517 · Article 518 · Article 518a · Article 519 · Article 519a · Article 519b · Article 519c

Part XI - FINAL PROVISIONS

amended Article 521 - Entry into force and date of application Part XI

Annexes

Annexes · 4 unchanged

Annex I · Annex II · Annex III · Annex IV