Capital Requirements Regulation (CRR)

Preamble

• amended Preamble

Recitals

Part I - GENERAL PROVISIONS

• amended Article 2 - Supervisory powers Part I › Title I
• amended Article 4 - Definitions Part I › Title I
• amended Article 6 - General principles Part I › Title II › Chapter 1
• amended Article 8 - Derogation from the application of liquidity requirements on an individual basis Part I › Title II › Chapter 1
• amended Article 10 - Waiver for credit institutions permanently affiliated to a central body Part I › Title II › Chapter 1
• inserted Article 10a - Application of prudential requirements on a consolidated basis where investment firms are parent undertakings Part I › Title II › Chapter 2 › Section 1
• amended Article 11 - General treatment Part I › Title II › Chapter 2 › Section 1
• removed Article 15 - Derogation from the application of own funds requirements on a consolidated basis for groups of investment firms Part I › Title II › Chapter 2 › Section 1
• removed Article 16 - Derogation from the application of the leverage ratio requirements on a consolidated basis for groups of investment firms Part I › Title II › Chapter 2 › Section 1
• removed Article 17 - Supervision of investment firms waived from the application of own funds requirements on a consolidated basis Part I › Title II › Chapter 2 › Section 1
• amendedrenamed Article 22 - Sub-consolidation in case of entities in third countries Part I › Title II › Chapter 2 › Section 3 was “Article 22 - Sub-consolidation in cases of entities in third countries”

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 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 72a - Eligible liabilities items Part II › Title I › Chapter 5A › Section 1
• amended Article 81 - Minority interests that qualify for inclusion in consolidated Common Equity Tier 1 capital Part II › Title II
• amended Article 82 - Qualifying Additional Tier 1, Tier 1, Tier 2 capital and qualifying own funds Part II › Title II
• amended Article 84 - Minority interests included in consolidated Common Equity Tier 1 capital Part II › Title II
• amended Article 85 - Qualifying Tier 1 instruments included in consolidated Tier 1 capital Part II › Title II
• amended Article 87 - Qualifying own funds included in consolidated own funds Part II › Title II
• inserted Article 88a - Qualifying eligible liabilities instruments Part II › Title II

Part III - CAPITAL REQUIREMENTS

• amended Article 92 - Own funds requirements Part III › Title I › Chapter 1 › Section 1
• amended Article 93 - Initial capital requirement on going concern Part III › Title I › Chapter 1 › Section 1
• amended Article 94 - Derogation for small trading book business Part III › Title I › Chapter 1 › Section 1
• removed Article 99 - Reporting on own funds requirements and financial information Part III › Title I › Chapter 2
• removed Article 100 - Additional reporting requirements Part III › Title I › Chapter 2
• removed Article 101 - Specific reporting obligations Part III › Title I › Chapter 2
• amended Article 102 - Requirements for the trading book Part III › Title I › Chapter 3
• amended Article 103 - Management of the trading book Part III › Title I › Chapter 3
• amended Article 104 - Inclusion in the trading book Part III › Title I › Chapter 3
• amended Article 105 - Requirements for prudent valuation Part III › Title I › Chapter 3
• amended Article 107 - Approaches to credit risk Part III › Title II › Chapter 1
• amended Article 119 - Exposures to institutions Part III › Title II › Chapter 2 › Section 2
• amended Article 128 - Items associated with particular high risk Part III › Title II › Chapter 2 › Section 2
• amendedrenamed Article 132 - Own funds requirements for exposures in the form of units or shares in CIUs Part III › Title II › Chapter 2 › Section 2 was “Article 132 - Exposures in the form of units or shares in CIUs”
• amended Article 132a - Approaches for calculating risk-weighted exposure amounts of CIUs Part III › Title II › Chapter 2 › Section 2
• inserted Article 132b - Exclusions from the approaches for calculating risk-weighted exposure amounts of CIUs Part III › Title II › Chapter 2 › Section 2
• inserted Article 132c - Treatment of off-balance-sheet exposures to CIUs Part III › Title II › Chapter 2 › Section 2
• amended Article 144 - Competent authorities' assessment of an application to use an IRB Approach Part III › Title II › Chapter 3 › Section 1
• amended Article 152 - Treatment of exposures in the form of units or shares in CIUs Part III › Title II › Chapter 3 › Section 2 › Subsection 1
• amended Article 158 - Treatment by exposure type Part III › Title II › Chapter 3 › Section 3
• amended Article 162 - Maturity Part III › Title II › Chapter 3 › Section 4 › Subsection 1
• amended Article 197 - Eligibility of collateral under all approaches and methods Part III › Title II › Chapter 4 › Section 2 › Subsection 1
• amended Article 200 - Other funded credit protection Part III › Title II › Chapter 4 › Section 2 › Subsection 1
• amended Article 201 - Eligibility of protection providers under all approaches Part III › Title II › Chapter 4 › Section 2 › Subsection 2
• amended Article 202 - Eligibility of protection providers under the IRB Approach which qualify for the treatment set out in Article 153(3) Part III › Title II › Chapter 4 › Section 2 › Subsection 2
• amended Article 223 - Financial Collateral Comprehensive Method Part III › Title II › Chapter 4 › Section 4 › Subsection 1
• amended Article 224 - Supervisory volatility adjustment under the Financial Collateral Comprehensive Method Part III › Title II › Chapter 4 › Section 4 › Subsection 1
• amended Article 227 - Conditions for applying a 0 % volatility adjustment under the Financial Collateral Comprehensive Method Part III › Title II › Chapter 4 › Section 4 › Subsection 1
• amended Article 242 - Definitions Part III › Title II › Chapter 5 › Section 1
• amended Article 243 - Criteria for STS securitisations qualifying for differentiated capital treatment Part III › Title II › Chapter 5 › Section 1
• amended Article 249 - Recognition of credit risk mitigation for securitisation positions Part III › Title II › Chapter 5 › Section 3 › Subsection 1
• inserted Article 269a - Treatment of non-performing exposures (NPE) securitisations Part III › Title II › Chapter 5 › Section 3 › Subsection 5
• amendedrenamed Article 270 - Senior positions in STS on-balance sheet securitisations Part III › Title II › Chapter 5 › Section 3 › Subsection 5 was “Article 270 - Senior positions in SME securitisations”
• amended Article 272 - Definitions Part III › Title II › Chapter 6 › Section 1
• amended Article 273 - Methods for calculating the exposure value Part III › Title II › Chapter 6 › Section 2
• inserted Article 273a - Conditions for using simplified methods for calculating the exposure value Part III › Title II › Chapter 6 › Section 2
• inserted Article 273b - Non-compliance with the conditions for using simplified methods for calculating the exposure value of derivatives Part III › Title II › Chapter 6 › Section 2
• renamed Part III › Title II › Chapter 6 › Section 3 - Standardised approach for counterparty credit risk was “Section 3 - Mark-to-Market Method”
• amendedrenamed Article 274 - Exposure value Part III › Title II › Chapter 6 › Section 3 was “Article 274 - Mark-to-Market Method”
• amendedmovedrenamed Article 275 - Replacement cost Part III › Title II › Chapter 6 › Section 3 from Part III › Title II › Chapter 6 › Section 4 was “Article 275 - Original Exposure Method”
• amendedmovedrenamed Article 276 - Recognition and treatment of collateral Part III › Title II › Chapter 6 › Section 3 from Part III › Title II › Chapter 6 › Section 5 was “Article 276 - Standardised Method”
• amendedmovedrenamed Article 277 - Mapping of transactions to risk categories Part III › Title II › Chapter 6 › Section 3 from Part III › Title II › Chapter 6 › Section 5 was “Article 277 - Transactions with a linear risk profile”
• inserted Article 277a - Hedging sets Part III › Title II › Chapter 6 › Section 3
• amendedmovedrenamed Article 278 - Potential future exposure Part III › Title II › Chapter 6 › Section 3 from Part III › Title II › Chapter 6 › Section 5 was “Article 278 - Transactions with a non-linear risk profile”
• amendedmovedrenamed Article 279 - Calculation of the risk position Part III › Title II › Chapter 6 › Section 3 from Part III › Title II › Chapter 6 › Section 5 was “Article 279 - Treatment of collateral”
• amendedmoved Article 279a - Supervisory delta Part III › Title II › Chapter 6 › Section 3 from Part III › Title II › Chapter 6 › Section 5
• inserted Article 279b - Adjusted notional amount Part III › Title II › Chapter 6 › Section 3
• inserted Article 279c - Maturity Factor Part III › Title II › Chapter 6 › Section 3
• amendedmovedrenamed Article 280 - Hedging set supervisory factor coefficient Part III › Title II › Chapter 6 › Section 3 from Part III › Title II › Chapter 6 › Section 5 was “Article 280 - Calculation of risk positions”
• inserted Article 280a - Interest rate risk category add-on Part III › Title II › Chapter 6 › Section 3
• inserted Article 280b - Foreign exchange risk category add-on Part III › Title II › Chapter 6 › Section 3
• inserted Article 280c - Credit risk category add-on Part III › Title II › Chapter 6 › Section 3
• inserted Article 280d - Equity risk category add-on Part III › Title II › Chapter 6 › Section 3
• inserted Article 280e - Commodity risk category add-on Part III › Title II › Chapter 6 › Section 3
• inserted Article 280f - Other risks category add-on Part III › Title II › Chapter 6 › Section 3
• renamed Part III › Title II › Chapter 6 › Section 4 - Simplified standardised approach for counterparty credit risk was “Section 4 - Original Exposure Method”
• amendedmovedrenamed Article 281 - Calculation of the exposure value Part III › Title II › Chapter 6 › Section 4 from Part III › Title II › Chapter 6 › Section 5 was “Article 281 - Interest rate risk positions”
• renamed Part III › Title II › Chapter 6 › Section 5 - Original exposure method was “Section 5 - Standardised Method”
• amendedrenamed Article 282 - Calculation of the exposure value Part III › Title II › Chapter 6 › Section 5 was “Article 282 - Hedging sets”
• amended Article 283 - Permission to use the Internal Model Method Part III › Title II › Chapter 6 › Section 6
• amended Article 298 - Effects of recognition of netting as risk-reducing Part III › Title II › Chapter 6 › Section 7
• amended Article 299 - Items in the trading book Part III › Title II › Chapter 6 › Section 8
• amended Article 300 - Definitions Part III › Title II › Chapter 6 › Section 9
• amended Article 301 - Material scope Part III › Title II › Chapter 6 › Section 9
• amended Article 302 - Monitoring of exposures to CCPs Part III › Title II › Chapter 6 › Section 9
• amended Article 303 - Treatment of clearing members' exposures to CCPs Part III › Title II › Chapter 6 › Section 9
• amended Article 304 - Treatment of clearing members' exposures to clients Part III › Title II › Chapter 6 › Section 9
• amended Article 305 - Treatment of clients' exposures Part III › Title II › Chapter 6 › Section 9
• amended Article 306 - Own funds requirements for trade exposures Part III › Title II › Chapter 6 › Section 9
• amendedrenamed Article 307 - Own funds requirements for contributions to the default fund of a CCP Part III › Title II › Chapter 6 › Section 9 was “Article 307 - Own funds requirements for pre-funded contributions to the default fund of a CCP”
• 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
• amendedrenamed Article 310 - Own funds requirements for unfunded contributions to the default fund of a QCCP Part III › Title II › Chapter 6 › Section 9 was “Article 310 - Alternative calculation of own funds requirement for exposures to a QCCP”
• 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 325bd - Liquidity horizons Part III › Title IV › Chapter 1B › Section 2
• amended Article 382 - Scope Part III › Title VI
• amended Article 384 - Standardised method Part III › Title VI
• amendedrenamed Article 385 - Alternative to using CVA methods for calculating own funds requirements Part III › Title VI was “Article 385 - Alternative to using CVA methods to calculating own funds requirements”

Part IV - LARGE EXPOSURES

• removed Article 388 - Negative Scope Part IV
• amended Article 390 - Calculation of the exposure value Part IV
• amended Article 392 - Definition of a large exposure Part IV
• amended Article 394 - Reporting requirements Part IV
• amended Article 395 - Limits to large exposures Part IV
• amended Article 396 - Compliance with large exposures requirements Part IV
• amended Article 397 - Calculating additional own funds requirements for large exposures in the trading book Part IV
• amended Article 399 - Eligible credit mitigation techniques Part IV
• amended Article 400 - Exemptions Part IV
• amended Article 401 - Calculating the effect of the use of credit risk mitigation techniques Part IV
• amended Article 402 - Exposures arising from mortgage lending Part IV
• amended Article 403 - Substitution approach Part IV

Part VI - LIQUIDITY

• renamed Part VI › Title I - DEFINITIONS AND LIQUIDITY REQUIREMENTS was “Title I - DEFINITIONS AND LIQUIDITY COVERAGE REQUIREMENT”
• amended Article 411 - Definitions Part VI › Title I
• amended Article 412 - Liquidity coverage requirement Part VI › Title I
• amendedrenamed Article 413 - Stable funding requirement Part VI › Title I was “Article 413 - Stable Funding”
• amended Article 414 - Compliance with liquidity requirements Part VI › Title I
• amended Article 415 - Reporting obligation and reporting format Part VI › Title II
• amended Article 416 - Reporting on liquid assets Part VI › Title II
• amended Article 419 - Currencies with constraints on the availability of liquid assets Part VI › Title II
• amended Article 422 - Outflows on other liabilities Part VI › Title II
• amended Article 423 - Additional outflows Part VI › Title II
• amended Article 424 - Outflows from credit and liquidity facilities Part VI › Title II
• amended Article 425 - Inflows Part VI › Title II
• inserted Part VI › Title IV - THE NET STABLE FUNDING RATIO
• inserted Part VI › Title IV › Chapter 1 - The net stable funding ratio
• inserted Article 428a - Application on a consolidated basis Part VI › Title IV › Chapter 1
• inserted Article 428b - The net stable funding ratio Part VI › Title IV › Chapter 1
• inserted Part VI › Title IV › Chapter 2 - General rules for the calculation of the net stable funding ratio
• inserted Article 428c - Calculation of the net stable funding ratio Part VI › Title IV › Chapter 2
• inserted Article 428d - Derivative contracts Part VI › Title IV › Chapter 2
• inserted Article 428e - Netting of secured lending transactions and capital market-driven transactions Part VI › Title IV › Chapter 2
• inserted Article 428f - Interdependent assets and liabilities Part VI › Title IV › Chapter 2
• inserted Article 428g - Deposits in institutional protection schemes and cooperative networks Part VI › Title IV › Chapter 2
• inserted Article 428h - Preferential treatment within a group or within an institutional protection scheme Part VI › Title IV › Chapter 2
• inserted Part VI › Title IV › Chapter 3 - Available stable funding
• inserted Part VI › Title IV › Chapter 3 › Section 1 - General provisions
• inserted Article 428i - Calculation of the amount of available stable funding Part VI › Title IV › Chapter 3 › Section 1
• inserted Article 428j - Residual maturity of a liability or of own funds Part VI › Title IV › Chapter 3 › Section 1
• inserted Part VI › Title IV › Chapter 3 › Section 2 - Available stable funding factors
• inserted Article 428k - 0 % available stable funding factor Part VI › Title IV › Chapter 3 › Section 2
• inserted Article 428l - 50 % available stable funding factor Part VI › Title IV › Chapter 3 › Section 2
• inserted Article 428m - 90 % available stable funding factor Part VI › Title IV › Chapter 3 › Section 2
• inserted Article 428n - 95 % available stable funding factor Part VI › Title IV › Chapter 3 › Section 2
• inserted Article 428o - 100 % available stable funding factor Part VI › Title IV › Chapter 3 › Section 2
• inserted Part VI › Title IV › Chapter 4 - Required stable funding
• inserted Part VI › Title IV › Chapter 4 › Section 1 - General provisions
• inserted Article 428p - Calculation of the amount of required stable funding Part VI › Title IV › Chapter 4 › Section 1
• inserted Article 428q - Residual maturity of an asset Part VI › Title IV › Chapter 4 › Section 1
• inserted Part VI › Title IV › Chapter 4 › Section 2 - Required stable funding factors
• inserted Article 428r - 0 % required stable funding factor Part VI › Title IV › Chapter 4 › Section 2
• inserted Article 428s - 5 % required stable funding factor Part VI › Title IV › Chapter 4 › Section 2
• inserted Article 428t - 7 % required stable funding factor Part VI › Title IV › Chapter 4 › Section 2
• inserted Article 428u - 7,5 % required stable funding factor Part VI › Title IV › Chapter 4 › Section 2
• inserted Article 428v - 10 % required stable funding factor Part VI › Title IV › Chapter 4 › Section 2
• inserted Article 428w - 12 % required stable funding factor Part VI › Title IV › Chapter 4 › Section 2
• inserted Article 428x - 15 % required stable funding factor Part VI › Title IV › Chapter 4 › Section 2
• inserted Article 428y - 20 % required stable funding factor Part VI › Title IV › Chapter 4 › Section 2
• inserted Article 428z - 25 % required stable funding factor Part VI › Title IV › Chapter 4 › Section 2
• inserted Article 428aa - 30 % required stable funding factor Part VI › Title IV › Chapter 4 › Section 2
• inserted Article 428ab - 35 % required stable funding factor Part VI › Title IV › Chapter 4 › Section 2
• inserted Article 428ac - 40 % required stable funding factor Part VI › Title IV › Chapter 4 › Section 2
• inserted Article 428ad - 50 % required stable funding factor Part VI › Title IV › Chapter 4 › Section 2
• inserted Article 428ae - 55 % required stable funding factor Part VI › Title IV › Chapter 4 › Section 2
• inserted Article 428af - 65 % required stable funding factor Part VI › Title IV › Chapter 4 › Section 2
• inserted Article 428ag - 85 % required stable funding factor Part VI › Title IV › Chapter 4 › Section 2
• inserted Article 428ah - 100 % required stable funding factor Part VI › Title IV › Chapter 4 › Section 2
• inserted Part VI › Title IV › Chapter 5 - Derogation for small and non-complex institutions
• inserted Article 428ai - Derogation for small and non-complex institutions Part VI › Title IV › Chapter 5
• inserted Part VI › Title IV › Chapter 6 - Available stable funding for the simplified calculation of the net stable funding ratio
• inserted Part VI › Title IV › Chapter 6 › Section 1 - General provisions
• inserted Article 428aj - Simplified calculation of the amount of available stable funding Part VI › Title IV › Chapter 6 › Section 1
• inserted Article 428ak - Residual maturity of a liability or own funds Part VI › Title IV › Chapter 6 › Section 1
• inserted Part VI › Title IV › Chapter 6 › Section 2 - Available stable funding factors
• inserted Article 428al - 0 % available stable funding factor Part VI › Title IV › Chapter 6 › Section 2
• inserted Article 428am - 50 % available stable funding factor Part VI › Title IV › Chapter 6 › Section 2
• inserted Article 428an - 90 % available stable funding factor Part VI › Title IV › Chapter 6 › Section 2
• inserted Article 428ao - 95 % available stable funding factor Part VI › Title IV › Chapter 6 › Section 2
• inserted Article 428ap - 100 % available stable funding factor Part VI › Title IV › Chapter 6 › Section 2
• inserted Part VI › Title IV › Chapter 7 - Required stable funding for the simplified calculation of the net stable funding ratio
• inserted Part VI › Title IV › Chapter 7 › Section 1 - General provisions
• inserted Article 428aq - Simplified calculation of the amount of required stable funding Part VI › Title IV › Chapter 7 › Section 1
• inserted Article 428ar - Residual maturity of an asset Part VI › Title IV › Chapter 7 › Section 1
• inserted Part VI › Title IV › Chapter 7 › Section 2 - Required stable funding factors
• inserted Article 428as - 0 % required stable funding factor Part VI › Title IV › Chapter 7 › Section 2
• inserted Article 428at - 5 % required stable funding factor Part VI › Title IV › Chapter 7 › Section 2
• inserted Article 428au - 10 % required stable funding factor Part VI › Title IV › Chapter 7 › Section 2
• inserted Article 428av - 20 % required stable funding factor Part VI › Title IV › Chapter 7 › Section 2
• inserted Article 428aw - 50 % required stable funding factor Part VI › Title IV › Chapter 7 › Section 2
• inserted Article 428ax - 55 % required stable funding factor Part VI › Title IV › Chapter 7 › Section 2
• inserted Article 428ay - 85 % required stable funding factor Part VI › Title IV › Chapter 7 › Section 2
• inserted Article 428az - 100 % required stable funding factor Part VI › Title IV › Chapter 7 › Section 2

Part VII - LEVERAGE

• amended Article 429 - Calculation of the leverage ratio Part VII
• amendedrenamed Article 429a - Exposures excluded from the total exposure measure Part VII was “Article 429a - Exposure value of derivatives”
• amendedrenamed Article 429b - Calculation of the exposure value of assets Part VII was “Article 429b - Counterparty credit risk add-on for repurchase transactions, securities or commodities lending or borrowing transactions, long settlement transactions and margin lending transactions”
• inserted Article 429c - Calculation of the exposure value of derivatives Part VII
• inserted Article 429d - Additional provisions on the calculation of the exposure value of written credit derivatives Part VII
• inserted Article 429e - Counterparty credit risk add-on for securities financing transactions Part VII
• inserted Article 429f - Calculation of the exposure value of off-balance-sheet items Part VII
• inserted Article 429g - Calculation of the exposure value of regular-way purchases and sales awaiting settlement Part VII

Part SEVENA - REPORTING REQUIREMENTS

• amended Article 430 - Reporting on prudential requirements and financial information Part SEVENA
• inserted Article 430a - Specific reporting obligations Part SEVENA

Part VIII - DISCLOSURE BY INSTITUTIONS

• amendedrenamed Article 431 - Disclosure requirements and policies Part VIII › Title I was “Article 431 - Scope of disclosure requirements”
• amended Article 432 - Non-material, proprietary or confidential information Part VIII › Title I
• amendedrenamed Article 433 - Frequency and scope of disclosures Part VIII › Title I was “Article 433 - Frequency of disclosure”
• inserted Article 433a - Disclosures by large institutions Part VIII › Title I
• inserted Article 433b - Disclosures by small and non-complex institutions Part VIII › Title I
• inserted Article 433c - Disclosures by other institutions Part VIII › Title I
• amended Article 434 - Means of disclosures Part VIII › Title I
• amendedrenamed Article 435 - Disclosure of risk management objectives and policies Part VIII › Title II was “Article 435 - Risk management objectives and policies”
• amendedrenamed Article 436 - Disclosure of the scope of application Part VIII › Title II was “Article 436 - Scope of application”
• amendedrenamed Article 437 - Disclosure of own funds Part VIII › Title II was “Article 437 - Own funds”
• inserted Article 437a - Disclosure of own funds and eligible liabilities Part VIII › Title II
• amendedrenamed Article 438 - Disclosure of own funds requirements and risk-weighted exposure amounts Part VIII › Title II was “Article 438 - Capital requirements”
• amendedrenamed Article 439 - Disclosure of exposures to counterparty credit risk Part VIII › Title II was “Article 439 - Exposure to counterparty credit risk”
• amendedrenamed Article 440 - Disclosure of countercyclical capital buffers Part VIII › Title II was “Article 440 - Capital buffers”
• amendedrenamed Article 441 - Disclosure of indicators of global systemic importance Part VIII › Title II was “Article 441 - Indicators of global systemic importance”
• amendedrenamed Article 442 - Disclosure of exposures to credit risk and dilution risk Part VIII › Title II was “Article 442 - Credit risk adjustments”
• amendedrenamed Article 443 - Disclosure of encumbered and unencumbered assets Part VIII › Title II was “Article 443 - Unencumbered assets”
• amendedrenamed Article 444 - Disclosure of the use of the Standardised Approach Part VIII › Title II was “Article 444 - Use of ECAIs”
• amendedrenamed Article 445 - Disclosure of exposure to market risk Part VIII › Title II was “Article 445 - Exposure to market risk”
• amendedrenamed Article 446 - Disclosure of operational risk management Part VIII › Title II was “Article 446 - Operational risk”
• amendedrenamed Article 447 - Disclosure of key metrics Part VIII › Title II was “Article 447 - Exposures in equities not included in the trading book”
• amendedrenamed Article 448 - Disclosure of exposures to interest rate risk on positions not held in the trading book Part VIII › Title II was “Article 448 - Exposure to interest rate risk on positions not included in the trading book”
• amendedrenamed Article 449 - Disclosure of exposures to securitisation positions Part VIII › Title II was “Article 449 - Exposure to securitisation positions”
• inserted Article 449a - Disclosure of environmental, social and governance risks (ESG risks) Part VIII › Title II
• amendedrenamed Article 450 - Disclosure of remuneration policy Part VIII › Title II was “Article 450 - Remuneration policy”
• amendedrenamed Article 451 - Disclosure of the leverage ratio Part VIII › Title II was “Article 451 - Leverage”
• inserted Article 451a - Disclosure of liquidity requirements Part VIII › Title II
• amendedrenamed Article 452 - Disclosure of the use of the IRB Approach to credit risk Part VIII › Title III was “Article 452 - Use of the IRB Approach to credit risk”
• amendedrenamed Article 453 - Disclosure of the use of credit risk mitigation techniques Part VIII › Title III was “Article 453 - Use of credit risk mitigation techniques”
• amendedrenamed Article 454 - Disclosure of the use of the Advanced Measurement Approaches to operational risk Part VIII › Title III was “Article 454 - Use of the Advanced Measurement Approaches to operational risk”
• amendedrenamed Article 455 - Use of internal market risk models Part VIII › Title III was “Article 455 - Use of Internal Market Risk Models”

Part IX - DELEGATED AND IMPLEMENTING ACTS

• amended Article 456 - Delegated acts Part IX
• amended Article 457 - Technical adjustments and corrections Part IX
• amended Article 464 - European Banking Committee Part IX

Part X - TRANSITIONAL PROVISIONS, REPORTS, REVIEWS AND AMENDMENTS

• amended Article 473 - Introduction of amendments to IAS 19 Part X › Title I › Chapter 1 › Section 3 › Subsection 1
• amended Article 493 - Transitional provisions for large exposures Part X › Title I › Chapter 4
• inserted Article 494c - Grandfathering of senior securitisation positions Part X › Title I › Chapter 4
• amended Article 499 - Leverage Part X › Title I › Chapter 4
• amended Article 501 - Adjustment of risk-weighted non-defaulted SME exposures Part X › Title I › Chapter 4
• amended Article 501c - Prudential treatment of exposures related to environmental and/or social objectives Part X › Title II
• inserted Article 506a - CIUs with an underlying portfolio of euro area sovereign bonds Part X › Title II
• inserted Article 506b - NPE securitisations Part X › Title II
• amended Article 508 - Level of application Part X › Title II
• amended Article 514 - Method for the calculation of the exposure value of derivative transactions Part X › Title II
• amended Article 519a - Reporting and review Part X › Title II

Part XI - FINAL PROVISIONS

Annexes

• amended Annex I - Classification of off-balance sheet items
• amended Annex II - Types of derivatives
• amended Annex III - Items subject to supplementary reporting of liquid assets