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

Preamble

amended Preamble

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 6 - General principles Part I › Title II › Chapter 1
amended Article 11 - General treatment Part I › Title II › Chapter 2 › Section 1
amended Article 12a - Consolidated calculation for G-SIIs with multiple resolution entities Part I › Title II › Chapter 2 › Section 1
amended Article 13 - Application of disclosure requirements on a consolidated basis Part I › Title II › Chapter 2 › Section 1
amended Article 22 - Sub-consolidation in case of entities in third countries Part I › Title II › Chapter 2 › Section 3

Part I · 17 unchanged

Article 1 · Article 2 · Article 3 · Article 4 · Article 5 · Article 7 · Article 8 · Article 9 · Article 10 · Article 10a · Article 14 · Article 18 · Article 19 · Article 20 · Article 21 · Article 23 · Article 24

Part II - OWN FUNDS AND ELIGIBLE LIABILITIES

amended Article 72e - Deductions from eligible liabilities items Part II › Title I › Chapter 5A › Section 2
amendedrenamed Article 76 - Index holdings of capital instruments and of liabilities Part II › Title I › Chapter 6 was “Article 76 - Index holdings of capital instruments”
amended Article 78 - Supervisory permission to reduce own funds Part II › Title I › Chapter 6
amended Article 82 - Qualifying Additional Tier 1, Tier 1, Tier 2 capital and qualifying own funds Part II › Title II

Part II · 81 unchanged

Article 25 · Article 26 · Article 27 · Article 28 · Article 29 · Article 30 · Article 31 · Article 32 · Article 33 · Article 34 · Article 35 · Article 36 · Article 37 · Article 38 · Article 39 · Article 40 · Article 41 · Article 42 · Article 43 · Article 44 · Article 45 · Article 46 · Article 47 · Article 47a · Article 47b · Article 47c · Article 48 · Article 49 · 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 77 · Article 78a · Article 79 · Article 79a · Article 80 · Article 81 · Article 83 · Article 84 · Article 85 · Article 86 · Article 87 · Article 88 · Article 88a · Article 89 · Article 90 · Article 91

Part III - CAPITAL REQUIREMENTS

amended Article 92a - Requirements for own funds and eligible liabilities for G-SIIs Part III › Title I › Chapter 1 › Section 1
amended Article 278 - Potential future exposure Part III › Title II › Chapter 6 › Section 3
amended Article 279a - Supervisory delta Part III › Title II › Chapter 6 › Section 3
amended Article 279b - Adjusted notional amount Part III › Title II › Chapter 6 › Section 3
amended Article 280 - Hedging set supervisory factor coefficient Part III › Title II › Chapter 6 › Section 3
amended Article 280a - Interest rate risk category add-on Part III › Title II › Chapter 6 › Section 3
amended Article 280c - Credit risk category add-on Part III › Title II › Chapter 6 › Section 3
amended Article 280d - Equity risk category add-on Part III › Title II › Chapter 6 › Section 3
amended Article 280e - Commodity risk category add-on Part III › Title II › Chapter 6 › Section 3
amended Article 281 - Calculation of the exposure value Part III › Title II › Chapter 6 › Section 4
amended Article 325a - Exemptions from specific reporting requirements for market risk Part III › Title IV › Chapter 1
amended Article 325e - Components of the sensitivities-based method 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 2
amended Article 325g - Own funds requirements for curvature risk 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
amendedrenamed Article 325i - Treatment of index instruments and other multi-underlying instruments Part III › Title IV › Chapter 1A › Section 2 was “Article 325i - Treatment of index instruments and multi-underlying options”
amended Article 325j - Treatment of collective investment undertakings Part III › Title IV › Chapter 1A › Section 2
amended Article 325q - Foreign exchange risk factors Part III › Title IV › Chapter 1A › Section 3 › Subsection 1
amended Article 325r - Delta risk sensitivities Part III › Title IV › Chapter 1A › Section 3 › Subsection 2
amended Article 325s - Vega risk sensitivities Part III › Title IV › Chapter 1A › Section 3 › Subsection 2
amended Article 325w - Gross jump-to-default amounts 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 325ae - Risk weights for general interest rate risk Part III › Title IV › Chapter 1A › Section 6 › Subsection 1
amended Article 325ah - Risk weights for credit spread risk for non-securitisations Part III › Title IV › Chapter 1A › Section 6 › Subsection 1
amended Article 325aj - Correlations across buckets for credit spread risk for non-securitisations Part III › Title IV › Chapter 1A › Section 6 › Subsection 1
amended Article 325ak - Risk weights for credit spread risk for securitisations included in the ACTP Part III › Title IV › Chapter 1A › Section 6 › Subsection 1
amended Article 325am - Risk weights for credit spread risk for securitisations not 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 325ap - Risk weights for equity risk 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 325ar - Correlations across buckets for equity risk Part III › Title IV › Chapter 1A › Section 6 › Subsection 1
amended Article 325as - Risk weights for commodity risk Part III › Title IV › Chapter 1A › Section 6 › Subsection 1
amended Article 325av - Risk weights for foreign exchange 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 384 - Standardised method Part III › Title VI

Part III · 345 unchanged

Article 92 · Article 92b · Article 93 · Article 94 · Article 95 · Article 96 · Article 97 · Article 98 · 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 114 · Article 115 · Article 116 · Article 117 · Article 118 · Article 119 · Article 120 · Article 121 · Article 122 · Article 123 · Article 124 · Article 125 · Article 126 · Article 127 · Article 128 · Article 129 · Article 130 · Article 131 · Article 132 · Article 132a · Article 132b · Article 132c · 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 150 · 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 223 · Article 224 · Article 225 · Article 226 · Article 227 · Article 228 · Article 229 · Article 230 · Article 231 · Article 232 · Article 233 · Article 234 · Article 235 · Article 236 · Article 237 · Article 238 · Article 239 · Article 240 · Article 241 · Article 242 · Article 243 · Article 244 · Article 245 · Article 246 · Article 247 · Article 248 · Article 249 · Article 250 · Article 251 · Article 252 · Article 253 · Article 254 · Article 255 · Article 256 · Article 257 · Article 258 · Article 259 · Article 260 · Article 261 · Article 262 · Article 263 · Article 264 · Article 265 · Article 266 · Article 267 · Article 268 · Article 269 · Article 269a · Article 270 · Article 270a · Article 270b · Article 270c · Article 270d · Article 270e · Article 271 · Article 272 · Article 273 · Article 273a · Article 273b · Article 274 · Article 275 · Article 276 · Article 277 · Article 277a · Article 279 · Article 279c · Article 280b · Article 280f · Article 282 · Article 283 · Article 284 · 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 308 · Article 309 · Article 310 · Article 311 · Article 312 · Article 313 · Article 314 · Article 315 · Article 316 · Article 317 · Article 318 · Article 319 · Article 320 · Article 321 · Article 322 · Article 323 · Article 324 · Article 325 · Article 325b · Article 325c · Article 325d · Article 325k · Article 325l · Article 325m · Article 325n · Article 325o · Article 325p · Article 325t · Article 325u · Article 325v · Article 325x · Article 325y · Article 325z · Article 325aa · Article 325ab · Article 325ac · Article 325af · Article 325ag · Article 325ai · Article 325al · Article 325ao · Article 325at · Article 325au · Article 325aw · Article 325az · Article 325ba · Article 325be · Article 325bf · Article 325bg · Article 325bh · 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 366 · 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

amended Article 395 - Limits to large exposures Part IV

Part IV · 15 unchanged

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

Part VI - LIQUIDITY

amended Article 411 - Definitions Part VI › Title I
amended Article 428k - 0 % available stable funding factor Part VI › Title IV › Chapter 3 › Section 2
amended Article 428l - 50 % available stable funding factor Part VI › Title IV › Chapter 3 › Section 2
amended Article 428al - 0 % available stable funding factor Part VI › Title IV › Chapter 6 › Section 2
amended Article 428am - 50 % available stable funding factor Part VI › Title IV › Chapter 6 › Section 2

Part VI · 65 unchanged

Article 412 · Article 413 · Article 414 · Article 415 · 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 · Article 428a · Article 428b · Article 428c · Article 428d · Article 428e · Article 428f · Article 428g · Article 428h · Article 428i · Article 428j · Article 428m · Article 428n · Article 428o · Article 428p · Article 428q · Article 428r · Article 428s · Article 428t · Article 428u · Article 428v · Article 428w · Article 428x · Article 428y · Article 428z · Article 428aa · Article 428ab · Article 428ac · Article 428ad · Article 428ae · Article 428af · Article 428ag · Article 428ah · Article 428ai · Article 428aj · Article 428ak · Article 428an · Article 428ao · Article 428ap · Article 428aq · Article 428ar · Article 428as · Article 428at · Article 428au · Article 428av · Article 428aw · Article 428ax · Article 428ay · Article 428az

Part VII - LEVERAGE

amended Article 429 - Calculation of the leverage ratio Part VII
amended Article 429a - Exposures excluded from the total exposure measure Part VII

Part VII · 6 unchanged

Article 429b · Article 429c · Article 429d · Article 429e · Article 429f · Article 429g

Part SEVENA - REPORTING REQUIREMENTS

Part SEVENA · 4 unchanged

Article 430 · Article 430a · Article 430b · Article 430c

Part VIII - DISCLOSURE BY INSTITUTIONS

Part VIII · 32 unchanged

Article 431 · Article 432 · Article 433 · Article 433a · Article 433b · Article 433c · Article 434 · Article 434a · Article 435 · Article 436 · Article 437 · Article 437a · 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 449a · Article 450 · Article 451 · Article 451a · Article 452 · Article 453 · Article 454 · Article 455

Part IX - DELEGATED AND IMPLEMENTING ACTS

amended Article 461a - Alternative standardised approach for market risk Part IX
amended Article 462 - Exercise of the delegation Part IX

Part IX · 8 unchanged

Article 456 · Article 457 · Article 458 · Article 459 · Article 460 · Article 461 · Article 463 · Article 464

Part X - TRANSITIONAL PROVISIONS, REPORTS, REVIEWS AND AMENDMENTS

amended Article 494 - Transitional provisions concerning the requirement for own funds and eligible liabilities Part X › Title I › Chapter 4
amended Article 494a - Grandfathering of issuances through special purpose entities Part X › Title I › Chapter 4
amended Article 494b - Grandfathering of own funds instruments and eligible liabilities instruments Part X › Title I › Chapter 4
amended Article 500 - Adjustment for massive disposals 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 510 - Net Stable Funding Requirements Part X › Title II

Part X · 69 unchanged

Article 465 · Article 466 · Article 468 · Article 469 · Article 469a · Article 470 · Article 471 · Article 472 · Article 473 · Article 473a · 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 493 · Article 494c · Article 495 · Article 496 · Article 497 · Article 498 · Article 499 · Article 500a · Article 500b · Article 500c · Article 500d · Article 501a · Article 501b · Article 501c · Article 502 · Article 503 · Article 504 · Article 504a · Article 505 · Article 506 · Article 506a · Article 506b · Article 507 · Article 508 · Article 509 · Article 511 · Article 512 · Article 513 · Article 514 · Article 515 · Article 516 · Article 517 · Article 518 · Article 518a · Article 518b · Article 519 · Article 519a · Article 519b · Article 519c · Article 520

Part XI - FINAL PROVISIONS

Part XI · 1 unchanged

Article 521

Annexes

Annexes · 4 unchanged

Annex I · Annex II · Annex III · Annex IV