Capital Requirements Regulation (CRR)

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 5a - Definitions specific to crypto-assets Part I › Title I
• amended Article 6 - General principles Part I › Title II › Chapter 1
• amended Article 13 - Application of disclosure requirements on a consolidated basis Part I › Title II › Chapter 2 › Section 1
• amended Article 18 - Methods of prudential consolidation Part I › Title II › Chapter 2 › Section 2
• amended Article 19 - Entities excluded from the scope of prudential consolidation Part I › Title II › Chapter 2 › Section 3
• amended Article 20 - Joint decisions on prudential requirements Part I › Title II › Chapter 2 › Section 3
• amendedrenamed Article 22 - Sub-consolidation in the case of entities in third countries Part I › Title II › Chapter 2 › Section 3 was “Article 22 - Sub-consolidation in case of entities in third countries”

Part II - OWN FUNDS AND ELIGIBLE LIABILITIES

• amended Article 27 - Capital instruments of mutuals, cooperative societies, savings institutions or similar institutions in Common Equity Tier 1 items Part II › Title I › Chapter 2 › Section 1
• amended Article 34 - Additional value adjustments Part II › Title I › Chapter 2 › Section 2
• amended Article 36 - Deductions from Common Equity Tier 1 items Part II › Title I › Chapter 2 › Section 3 › Subsection 1
• amended Article 46 - Deduction of holdings of Common Equity Tier 1 instruments where an institution does not have a significant investment in a financial sector entity 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 48 - Threshold exemptions from deduction from Common Equity Tier 1 items 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 2 › Section 3 › Subsection 2
• amended Article 60 - Deduction of holdings of Additional Tier 1 instruments where an institution does not have a significant investment in a financial sector entity Part II › Title I › Chapter 3 › Section 2
• amended Article 62 - Tier 2 items Part II › Title I › Chapter 4 › Section 1
• amended Article 70 - Deduction of Tier 2 instruments where an institution does not have a significant investment in a relevant entity Part II › Title I › Chapter 4 › Section 2
• amended Article 72a - Eligible liabilities items Part II › Title I › Chapter 5A › Section 1
• amended Article 72b - Eligible liabilities instruments Part II › Title I › Chapter 5A › Section 1
• amended Article 72i - Deduction of eligible liabilities where the institution does not have a significant investment in G-SII entities Part II › Title I › Chapter 5A › Section 2
• amended Article 74 - Holdings of capital instruments issued by regulated financial sector entities that do not qualify as regulatory capital Part II › Title I › Chapter 6
• 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 88b - Undertakings in third countries Part II › Title II
• amended Article 89 - Risk weighting and prohibition of qualifying holdings outside the financial sector Part II › Title III

Part III - CAPITAL REQUIREMENTS

• amended Article 92 - Own funds requirements Part III › Title I › Chapter 1 › Section 1
• amended Article 92a - Requirements for own funds and eligible liabilities for G-SIIs 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
• amended Article 95 - Own funds requirements for investment firms with limited authorisation to provide investment services Part III › Title I › Chapter 1 › Section 2
• amended Article 96 - Own funds requirements for investment firms which hold initial capital as laid down in Article 28(2) of Directive 2013/36/EU Part III › Title I › Chapter 1 › Section 2
• amended Article 102 - Requirements for 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 104a - Reclassification of a position Part III › Title I › Chapter 3
• amended Article 104b - Requirements for trading desk Part III › Title I › Chapter 3
• amended Article 104c - Treatment of foreign exchange risk hedges of capital ratios Part III › Title I › Chapter 3
• amended Article 106 - Internal Hedges Part III › Title I › Chapter 3
• amended Article 107 - Approaches to credit risk Part III › Title II › Chapter 1
• amendedrenamed Article 108 - Use of credit risk mitigation techniques under the Standardised Approach and the IRB Approach for credit risk and dilution risk Part III › Title II › Chapter 1 was “Article 108 - Use of credit risk mitigation technique under the Standardised Approach and the IRB Approach”
• inserted Article 110a - Monitoring of contractual arrangements that are not commitments Part III › Title II › Chapter 1
• amended Article 111 - Exposure value Part III › Title II › Chapter 2 › Section 1
• amended Article 112 - Exposure classes Part III › Title II › Chapter 2 › Section 1
• amended Article 113 - Calculation of risk-weighted exposure amounts Part III › Title II › Chapter 2 › Section 1
• amended Article 115 - Exposures to regional governments or local authorities Part III › Title II › Chapter 2 › Section 2
• amended Article 116 - Exposures to public sector entities Part III › Title II › Chapter 2 › Section 2
• amended Article 117 - Exposures to multilateral development banks Part III › Title II › Chapter 2 › Section 2
• amended Article 119 - Exposures to institutions Part III › Title II › Chapter 2 › Section 2
• amended Article 120 - Exposures to rated institutions Part III › Title II › Chapter 2 › Section 2
• amended Article 121 - Exposures to unrated institutions Part III › Title II › Chapter 2 › Section 2
• amended Article 122 - Exposures to corporates Part III › Title II › Chapter 2 › Section 2
• amended Article 122a - Specialised lending exposures Part III › Title II › Chapter 2 › Section 2
• amended Article 123 - Retail exposures Part III › Title II › Chapter 2 › Section 2
• inserted Article 123a - Exposures with a currency mismatch Part III › Title II › Chapter 2 › Section 2
• amended Article 124 - Exposures secured by mortgages on immovable property Part III › Title II › Chapter 2 › Section 2
• amendedrenamed Article 125 - Exposures secured by mortgages on residential property Part III › Title II › Chapter 2 › Section 2 was “Article 125 - Exposures fully and completely secured by mortgages on residential property”
• amendedrenamed Article 126 - Exposures secured by mortgages on commercial immovable property Part III › Title II › Chapter 2 › Section 2 was “Article 126 - Exposures fully and completely secured by mortgages on commercial immovable property”
• amended Article 126a - Land acquisition, development and construction exposures Part III › Title II › Chapter 2 › Section 2
• amendedrenamed Article 128 - Subordinated debt exposures Part III › Title II › Chapter 2 › Section 2 was “Article 128 - Items associated with particular high risk”
• amended Article 129 - Exposures in the form of covered bonds 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 132b - Exclusions from the approaches for calculating risk-weighted exposure amounts of CIUs Part III › Title II › Chapter 2 › Section 2
• amended Article 132c - Treatment of off-balance-sheet exposures to CIUs Part III › Title II › Chapter 2 › Section 2
• amended Article 133 - Equity exposures Part III › Title II › Chapter 2 › Section 2
• amended Article 134 - Other items Part III › Title II › Chapter 2 › Section 2
• amended Article 138 - General requirements Part III › Title II › Chapter 2 › Section 4
• amended Article 139 - Issuer and issue credit assessment Part III › Title II › Chapter 2 › Section 4
• amended Article 141 - Domestic and foreign currency items Part III › Title II › Chapter 2 › Section 4
• amended Article 142 - Definitions Part III › Title II › Chapter 3 › Section 1
• amended Article 143 - Permission to use the IRB Approach Part III › Title II › Chapter 3 › Section 1
• amended Article 144 - Competent authorities' assessment of an application to use an IRB Approach Part III › Title II › Chapter 3 › Section 1
• amended Article 147 - Methodology to assign exposures to exposure classes Part III › Title II › Chapter 3 › Section 1
• amended Article 148 - Conditions for implementing the IRB Approach across different classes of exposure and business units Part III › Title II › Chapter 3 › Section 1
• amended Article 149 - Conditions to revert to the use of less sophisticated approaches Part III › Title II › Chapter 3 › Section 1
• amended Article 150 - Conditions for permanent partial use Part III › Title II › Chapter 3 › Section 1
• amended Article 151 - Treatment by exposure class Part III › Title II › Chapter 3 › Section 2 › Subsection 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
• amendedrenamed Article 153 - Risk-weighted exposure amounts for exposures to central governments and central banks, exposures to regional governments, local authorities and public sector entities, exposures to institutions and exposures to corporates Part III › Title II › Chapter 3 › Section 2 › Subsection 2 was “Article 153 - Risk-weighted exposure amounts for exposures to corporates, institutions and central governments and central banks”
• amended Article 154 - Risk-weighted exposure amounts for retail exposures Part III › Title II › Chapter 3 › Section 2 › Subsection 2
• removed Article 155 - Risk-weighted exposure amounts for equity exposures Part III › Title II › Chapter 3 › Section 2 › Subsection 2
• amended Article 158 - Treatment by exposure type Part III › Title II › Chapter 3 › Section 3
• amendedrenamed Article 159 - Treatment of expected loss amounts, IRB shortfall and IRB excess Part III › Title II › Chapter 3 › Section 3 was “Article 159 - Treatment of expected loss amounts”
• inserted Part III › Title II › Chapter 3 › Section 4 › Subsection -1 - Exposures covered by guarantees provided by Member States’ central governments and central banks or the ECB
• inserted Article 159a - Non-application of PD, LGD and CCF input floors Part III › Title II › Chapter 3 › Section 4 › Subsection -1
• renamed Part III › Title II › Chapter 3 › Section 4 › Subsection 1 - Exposures to corporates, institutions, central governments and central banks, regional governments, local authorities and public sector entities was “Subsection 1 - Exposures to corporates, institutions and central governments and central banks”
• amended Article 160 - Probability of default (PD) Part III › Title II › Chapter 3 › Section 4 › Subsection 1
• amended Article 161 - Loss Given Default (LGD) Part III › Title II › Chapter 3 › Section 4 › Subsection 1
• amended Article 162 - Maturity Part III › Title II › Chapter 3 › Section 4 › Subsection 1
• amended Article 163 - Probability of default (PD) Part III › Title II › Chapter 3 › Section 4 › Subsection 2
• amended Article 164 - Loss Given Default (LGD) Part III › Title II › Chapter 3 › Section 4 › Subsection 2
• removed Article 165 - Equity exposures subject to the PD/LGD method Part III › Title II › Chapter 3 › Section 4 › Subsection 3
• amendedrenamed Article 166 - Exposures to corporates, institutions, central governments and central banks, regional governments, local authorities and public sector entities and retail exposures Part III › Title II › Chapter 3 › Section 5 was “Article 166 - Exposures to corporates, institutions, central governments and central banks and retail exposures”
• removed Article 167 - Equity exposures Part III › Title II › Chapter 3 › Section 5
• amended Article 169 - General principles Part III › Title II › Chapter 3 › Section 6 › Subsection 1
• amended Article 170 - Structure of rating systems Part III › Title II › Chapter 3 › Section 6 › Subsection 1
• amended Article 171 - Assignment to grades or pools Part III › Title II › Chapter 3 › Section 6 › Subsection 1
• amended Article 172 - Assignment of exposures Part III › Title II › Chapter 3 › Section 6 › Subsection 1
• amended Article 173 - Integrity of assignment process Part III › Title II › Chapter 3 › Section 6 › Subsection 1
• amended Article 174 - Use of models Part III › Title II › Chapter 3 › Section 6 › Subsection 1
• amended Article 176 - Data maintenance Part III › Title II › Chapter 3 › Section 6 › Subsection 1
• amended Article 177 - Stress tests used in assessment of capital adequacy Part III › Title II › Chapter 3 › Section 6 › Subsection 1
• amendedrenamed Article 178 - Default of an obligor or credit facility Part III › Title II › Chapter 3 › Section 6 › Subsection 2 was “Article 178 - Default of an obligor”
• amended Article 179 - Overall requirements for estimation Part III › Title II › Chapter 3 › Section 6 › Subsection 2
• amended Article 180 - Requirements specific to PD estimation Part III › Title II › Chapter 3 › Section 6 › Subsection 2
• amended Article 181 - Requirements specific to own-LGD estimates Part III › Title II › Chapter 3 › Section 6 › Subsection 2
• amended Article 182 - Requirements specific to own-conversion factor estimates Part III › Title II › Chapter 3 › Section 6 › Subsection 2
• amendedrenamed Article 183 - Requirements for assessing the effect of unfunded credit protection for exposures to central governments and central banks, exposures to regional governments, local authorities and public sector entities, and exposures to corporates, where own estimates of LGD are used and for retail exposures Part III › Title II › Chapter 3 › Section 6 › Subsection 2 was “Article 183 - Requirements for assessing the effect of guarantees and credit derivatives for exposures to corporates, institutions and central governments and central banks where own estimates of LGD are used and for retail exposures”
• removed Article 186 - Own funds requirement and risk quantification Part III › Title II › Chapter 3 › Section 6 › Subsection 4
• removed Article 187 - Risk management process and controls Part III › Title II › Chapter 3 › Section 6 › Subsection 4
• removed Article 188 - Validation and documentation Part III › Title II › Chapter 3 › Section 6 › Subsection 4
• amended Article 192 - Definitions Part III › Title II › Chapter 4 › Section 1
• amended Article 193 - Principles for recognising the effect of credit risk mitigation techniques Part III › Title II › Chapter 4 › Section 1
• amended Article 194 - Principles governing the eligibility of credit risk mitigation techniques Part III › Title II › Chapter 4 › Section 1
• amended Article 197 - Eligibility of collateral under all approaches and methods Part III › Title II › Chapter 4 › Section 2 › Subsection 1
• amended Article 198 - Additional eligibility of collateral under the Financial Collateral Comprehensive Method Part III › Title II › Chapter 4 › Section 2 › Subsection 1
• amended Article 199 - Additional eligibility for collateral under the IRB Approach 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
• removed 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 204 - Eligible types of credit derivatives Part III › Title II › Chapter 4 › Section 2 › Subsection 3
• amended Article 207 - Requirements for financial collateral Part III › Title II › Chapter 4 › Section 3 › Subsection 1
• amended Article 208 - Requirements for immovable property collateral Part III › Title II › Chapter 4 › Section 3 › Subsection 1
• amended Article 210 - Requirements for other physical collateral Part III › Title II › Chapter 4 › Section 3 › Subsection 1
• amended Article 213 - Requirements common to guarantees and credit derivatives Part III › Title II › Chapter 4 › Section 3 › Subsection 2
• amended Article 215 - Additional requirements for guarantees Part III › Title II › Chapter 4 › Section 3 › Subsection 2
• amended Article 216 - Additional requirements for credit derivatives Part III › Title II › Chapter 4 › Section 3 › Subsection 2
• removed Article 217 - Requirements to qualify for the treatment set out in Article 153(3) Part III › Title II › Chapter 4 › Section 3 › Subsection 2
• amendedrenamed Article 219 - On-balance-sheet netting Part III › Title II › Chapter 4 › Section 4 › Subsection 1 was “Article 219 - On-balance sheet netting”
• amendedrenamed Article 220 - Using the Supervisory Volatility Adjustments Approach for master netting agreements Part III › Title II › Chapter 4 › Section 4 › Subsection 1 was “Article 220 - Using the Supervisory Volatility Adjustments Approach or the Own Estimates Volatility Adjustments Approach for master netting agreements”
• amended Article 221 - Using the internal models approach for master netting agreements Part III › Title II › Chapter 4 › Section 4 › Subsection 1
• amended Article 222 - Financial Collateral Simple Method Part III › Title II › Chapter 4 › Section 4 › Subsection 1
• 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
• removed Article 225 - Own estimates of volatility adjustments under the Financial Collateral Comprehensive Method Part III › Title II › Chapter 4 › Section 4 › Subsection 1
• amended Article 226 - Scaling up of 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
• amendedrenamed Article 228 - Calculating risk-weighted exposure amounts under the Financial Collateral Comprehensive method for exposures treated under the Standardised Approach Part III › Title II › Chapter 4 › Section 4 › Subsection 1 was “Article 228 - Calculating risk-weighted exposure amounts and expected loss amounts under the Financial Collateral Comprehensive method”
• amendedrenamed Article 229 - Valuation principles for eligible collateral other than financial collateral Part III › Title II › Chapter 4 › Section 4 › Subsection 1 was “Article 229 - Valuation principles for other eligible collateral under the IRB Approach”
• amendedrenamed Article 230 - Calculating risk-weighted exposure amounts and expected loss amounts for an exposure with an eligible funded credit protection under the IRB Approach Part III › Title II › Chapter 4 › Section 4 › Subsection 1 was “Article 230 - Calculating risk-weighted exposure amounts and expected loss amounts for other eligible collateral under the IRB Approach”
• amendedrenamed Article 231 - Calculating risk-weighted exposure amounts and expected loss amounts in the case of pools of eligible funded credit protection for an exposure treated under the IRB Approach Part III › Title II › Chapter 4 › Section 4 › Subsection 1 was “Article 231 - Calculating risk-weighted exposure amounts and expected loss amounts in the case of mixed pools of collateral”
• amended Article 232 - Other funded credit protection Part III › Title II › Chapter 4 › Section 4 › Subsection 1
• amended Article 233 - Valuation Part III › Title II › Chapter 4 › Section 4 › Subsection 2
• amendedrenamed Article 235 - Calculating risk-weighted exposure amounts under the substitution approach where the guaranteed exposure is treated under the Standardised Approach Part III › Title II › Chapter 4 › Section 4 › Subsection 2 was “Article 235 - Calculating risk-weighted exposure amounts under the Standardised Approach”
• inserted Article 235a - Calculating risk-weighted exposure amounts and expected loss amounts under the substitution approach where the guaranteed exposure is treated under the IRB Approach and a comparable direct exposure to the protection provider is treated under the Standardised Approach Part III › Title II › Chapter 4 › Section 4 › Subsection 2
• amendedrenamed Article 236 - Calculating risk-weighted exposure amounts and expected loss amounts under the substitution approach where the guaranteed exposure is treated under the IRB Approach without the use of own estimates of LGD and a comparable direct exposure to the protection provider is treated under the IRB Approach Part III › Title II › Chapter 4 › Section 4 › Subsection 2 was “Article 236 - Calculating risk-weighted exposure amounts and expected loss amounts under the IRB Approach”
• inserted Article 236a - Calculating risk-weighted exposure amounts and expected loss amounts under the substitution approach where the guaranteed exposure is treated under the IRB Approach using own estimates of LGD and a comparable direct exposure to the protection provider is treated under the IRB Approach Part III › Title II › Chapter 4 › Section 4 › Subsection 2
• removed Article 240 - First-to-default credit derivatives Part III › Title II › Chapter 4 › Section 6
• removed Article 241 - Nth-to-default credit derivatives Part III › Title II › Chapter 4 › Section 6
• amended Article 252 - Treatment of maturity mismatches in synthetic securitisations Part III › Title II › Chapter 5 › Section 3 › Subsection 1
• amended Article 273 - Methods for calculating the exposure value Part III › Title II › Chapter 6 › Section 2
• amended Article 273a - Conditions for using simplified methods for calculating the exposure value Part III › Title II › Chapter 6 › Section 2
• amendedrenamed Article 273b - Non-compliance with the conditions for using simplified methods for calculating the exposure value of derivatives and the simplified approach for calculating the own funds requirements for CVA risk Part III › Title II › Chapter 6 › Section 2 was “Article 273b - Non-compliance with the conditions for using simplified methods for calculating the exposure value of derivatives”
• amended Article 274 - Exposure value Part III › Title II › Chapter 6 › Section 3
• amended Article 276 - Recognition and treatment of collateral Part III › Title II › Chapter 6 › Section 3
• amended Article 277a - Hedging sets Part III › Title II › Chapter 6 › Section 3
• amended Article 279a - Supervisory delta Part III › Title II › Chapter 6 › Section 3
• amended Article 285 - Exposure value for netting sets subject to a margin agreement Part III › Title II › Chapter 6 › Section 6
• amended Article 291 - Wrong-Way Risk Part III › Title II › Chapter 6 › Section 6
• renamed Part III › Title III - OWN FUNDS REQUIREMENT FOR OPERATIONAL RISK was “Title III - OWN FUNDS REQUIREMENTS FOR OPERATIONAL RISK”
• renamed Part III › Title III › Chapter 1 - CALCULATION OF THE OWN FUNDS REQUIREMENT FOR OPERATIONAL RISK was “Chapter 1 - General principles governing the use of the different approaches”
• inserted Article 311a - Definitions Part III › Title III › Chapter 1
• amendedrenamed Article 312 - Own funds requirement for operational risk Part III › Title III › Chapter 1 was “Article 312 - Permission and notification”
• amendedrenamed Article 313 - Business indicator component Part III › Title III › Chapter 1 was “Article 313 - Reverting to the use of less sophisticated approaches”
• amendedrenamed Article 314 - Business indicator Part III › Title III › Chapter 1 was “Article 314 - Combined use of different approaches”
• amendedmovedrenamed Article 315 - Adjustments to the business indicator Part III › Title III › Chapter 1 from Part III › Title III › Chapter 2 was “Article 315 - Own funds requirement”
• renamed Part III › Title III › Chapter 2 - DATA COLLECTION AND GOVERNANCE was “Chapter 2 - Basic Indicator Approach”
• amendedrenamed Article 316 - Calculation of the annual operational risk loss Part III › Title III › Chapter 2 was “Article 316 - Relevant indicator”
• amendedmovedrenamed Article 317 - Loss data set Part III › Title III › Chapter 2 from Part III › Title III › Chapter 3 was “Article 317 - Own funds requirement”
• amendedmovedrenamed Article 318 - Calculation of net loss and gross loss Part III › Title III › Chapter 2 from Part III › Title III › Chapter 3 was “Article 318 - Principles for business line mapping”
• amendedmovedrenamed Article 319 - Loss data thresholds Part III › Title III › Chapter 2 from Part III › Title III › Chapter 3 was “Article 319 - Alternative Standardised Approach”
• amendedmovedrenamed Article 320 - Exclusion of losses Part III › Title III › Chapter 2 from Part III › Title III › Chapter 3 was “Article 320 - Criteria for the Standardised Approach”
• amendedmoved Article 321 - Inclusion of losses from merged or acquired entities or activities Part III › Title III › Chapter 2 from Part III › Title III › Chapter 4
• amendedmovedrenamed Article 322 - Comprehensiveness, accuracy and quality of the loss data Part III › Title III › Chapter 2 from Part III › Title III › Chapter 4 was “Article 322 - Quantitative Standards”
• amendedmoved Article 323 - Operational risk management framework Part III › Title III › Chapter 2 from Part III › Title III › Chapter 4
• removed Article 324 - Loss event type classification Part III › Title III › Chapter 4
• amended Article 325 - Approaches for calculating the own funds requirements for market risk Part III › Title IV › Chapter 1
• amendedrenamed Article 325a - Conditions for using the simplified standardised approach Part III › Title IV › Chapter 1 was “Article 325a - Exemptions from specific reporting requirements for market risk”
• amended Article 325b - Permission for consolidated requirements Part III › Title IV › Chapter 1
• amendedrenamed Article 325c - Scope, structure and qualitative requirements of the alternative standardised approach Part III › Title IV › Chapter 1A › Section 1 was “Article 325c - Scope and structure of the alternative standardised approach”
• 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 325s - Vega risk sensitivities Part III › Title IV › Chapter 1A › Section 3 › Subsection 2
• amended Article 325t - Requirements on sensitivity computations Part III › Title IV › Chapter 1A › Section 3 › Subsection 2
• amended Article 325u - Own funds requirements for residual risks Part III › Title IV › Chapter 1A › Section 4
• amended Article 325v - Definitions and general provisions Part III › Title IV › Chapter 1A › Section 5
• amended Article 325x - Net 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 325ab - Scope Part III › Title IV › Chapter 1A › Section 5 › Subsection 3
• 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 325ai - Intra-bucket correlations 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 325as - Risk weights 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 325az - Alternative internal model approach and permission to use alternative internal models Part III › Title IV › Chapter 1B › Section 1
• amended Article 325ba - Own funds requirements when using alternative internal models Part III › Title IV › Chapter 1B › Section 1
• amended Article 325bd - Liquidity horizons Part III › Title IV › Chapter 1B › Section 2
• amended Article 325be - Assessment of the modellability of risk factors 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 325bg - Profit and loss attribution requirement 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 325bi - Qualitative requirements Part III › Title IV › Chapter 1B › Section 2
• amended Article 325bo - Recognition of hedges in an internal default risk model Part III › Title IV › Chapter 1B › Section 3
• amended Article 325bp - Particular requirements for an internal default risk model Part III › Title IV › Chapter 1B › Section 3
• amended Article 332 - Credit Derivatives Part III › Title IV › Chapter 2 › Section 1
• amended Article 337 - Own funds requirement for securitisation instruments Part III › Title IV › Chapter 2 › Section 2 › Subsection 1
• amended Article 338 - Own funds requirement for the correlation trading portfolio Part III › Title IV › Chapter 2 › Section 2 › Subsection 1
• amended Article 348 - Own funds requirements for CIUs Part III › Title IV › Chapter 2 › Section 6
• amended Article 351 - De minimis and weighting for foreign exchange risk Part III › Title IV › Chapter 3
• amended Article 352 - Calculation of the overall net foreign exchange position Part III › Title IV › Chapter 3
• amended Article 361 - Extended maturity ladder approach Part III › Title IV › Chapter 4
• removed Article 362 - Specific and general risks Part III › Title IV › Chapter 5 › Section 1
• removed Article 363 - Permission to use internal models Part III › Title IV › Chapter 5 › Section 1
• removed Article 364 - Own funds requirements when using internal models Part III › Title IV › Chapter 5 › Section 1
• removed Article 365 - VaR and stressed VaR Calculation Part III › Title IV › Chapter 5 › Section 2
• removed Article 366 - Regulatory back testing and multiplication factors Part III › Title IV › Chapter 5 › Section 2
• removed Article 367 - Requirements on risk measurement Part III › Title IV › Chapter 5 › Section 2
• removed Article 368 - Qualitative requirements Part III › Title IV › Chapter 5 › Section 2
• removed Article 369 - Internal Validation Part III › Title IV › Chapter 5 › Section 2
• removed Article 370 - Requirements for modelling specific risk Part III › Title IV › Chapter 5 › Section 3
• removed Article 371 - Exclusions from specific risk models Part III › Title IV › Chapter 5 › Section 3
• removed Article 372 - Requirement to have an internal IRC model Part III › Title IV › Chapter 5 › Section 4
• removed Article 373 - Scope of the internal IRC model Part III › Title IV › Chapter 5 › Section 4
• removed Article 374 - Parameters of the internal IRC model Part III › Title IV › Chapter 5 › Section 4
• removed Article 375 - Recognition of hedges in the internal IRC model Part III › Title IV › Chapter 5 › Section 4
• removed Article 376 - Particular requirements for the internal IRC model Part III › Title IV › Chapter 5 › Section 4
• removed Article 377 - Requirements for an internal model for correlation trading Part III › Title IV › Chapter 5 › Section 5
• amended Article 381 - Meaning of credit valuation adjustment Part III › Title VI
• amended Article 382 - Scope Part III › Title VI
• inserted Article 382a - Approaches for calculating the own funds requirements for CVA risk Part III › Title VI
• amendedrenamed Article 383 - Standardised approach Part III › Title VI was “Article 383 - Advanced method”
• amended Article 383a - Regulatory CVA model Part III › Title VI
• inserted Article 383b - Own funds requirements for delta and vega risks Part III › Title VI
• inserted Article 383c - Interest rate risk factors Part III › Title VI
• inserted Article 383d - Foreign exchange risk factors Part III › Title VI
• inserted Article 383e - Counterparty credit spread risk factors Part III › Title VI
• inserted Article 383f - Reference credit spread risk factors Part III › Title VI
• inserted Article 383g - Equity risk factors Part III › Title VI
• inserted Article 383h - Commodity risk factors Part III › Title VI
• inserted Article 383i - Delta risk sensitivities Part III › Title VI
• inserted Article 383j - Vega risk sensitivities Part III › Title VI
• inserted Article 383k - Risk weights for interest rate risk Part III › Title VI
• inserted Article 383l - Intra-bucket correlations for interest rate risk Part III › Title VI
• inserted Article 383m - Correlation across buckets for interest rate risk Part III › Title VI
• inserted Article 383n - Risk weights for foreign exchange risk Part III › Title VI
• inserted Article 383o - Correlations for foreign exchange risk Part III › Title VI
• inserted Article 383p - Risk weights for counterparty credit spread risk Part III › Title VI
• inserted Article 383q - Intra-bucket correlations for counterparty credit spread risk Part III › Title VI
• inserted Article 383r - Correlations across buckets for counterparty credit spread risk Part III › Title VI
• inserted Article 383s - Risk weights for reference credit spread risk Part III › Title VI
• inserted Article 383t - Intra-bucket correlations for reference credit spread risk Part III › Title VI
• inserted Article 383u - Correlations across buckets for reference credit spread risk Part III › Title VI
• inserted Article 383v - Risk weight buckets for equity risk Part III › Title VI
• inserted Article 383w - Correlations across buckets for equity risk Part III › Title VI
• inserted Article 383x - Risk weight buckets for commodity risk Part III › Title VI
• inserted Article 383z - Correlations across buckets for commodity risk Part III › Title VI
• amendedrenamed Article 384 - Basic approach Part III › Title VI was “Article 384 - Standardised method”
• amendedrenamed Article 385 - Simplified approach Part III › Title VI was “Article 385 - Alternative to using CVA methods for calculating own funds requirements”
• amended Article 386 - Eligible hedges Part III › Title VI

Part IV - LARGE EXPOSURES

• amended Article 394 - Reporting requirements Part IV
• amended Article 395 - Limits to large exposures Part IV
• amended Article 400 - Exemptions Part IV
• amended Article 402 - Exposures arising from mortgage lending Part IV

Part VI - LIQUIDITY

• amended Article 425 - Inflows Part VI › Title II
• amended Article 428 - Items requiring stable funding Part VI › Title III

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
• amended Article 429c - Calculation of the exposure value of derivatives Part VII
• amended Article 429f - Calculation of the exposure value of off-balance-sheet items Part VII
• amended 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
• amended Article 430a - Specific reporting obligations Part SEVENA
• removed Article 430b - Specific reporting requirements for market risk Part SEVENA

Part VIII - DISCLOSURE BY INSTITUTIONS

• amended Article 433 - Frequency and scope of disclosures Part VIII › Title I
• amended Article 433a - Disclosures by large institutions Part VIII › Title I
• amended Article 433b - Disclosures by small and non-complex institutions Part VIII › Title I
• amended Article 433c - Disclosures by other institutions Part VIII › Title I
• amended Article 434 - Means of disclosures Part VIII › Title I
• amended Article 434b - Accessibility of information on the European single access point Part VIII › Title I
• amended Article 438 - Disclosure of own funds requirements and risk-weighted exposure amounts Part VIII › Title II
• amendedrenamed Article 445 - Disclosure of exposures to market risk under the standardised approach Part VIII › Title II was “Article 445 - Disclosure of exposure to market risk”
• inserted Article 445a - Disclosure of CVA risk Part VIII › Title II
• amendedrenamed Article 446 - Disclosure of operational risk Part VIII › Title II was “Article 446 - Disclosure of operational risk management”
• amended Article 447 - Disclosure of key metrics Part VIII › Title II
• amended Article 449a - Disclosure of environmental, social and governance risks (ESG risks) Part VIII › Title II
• inserted Article 449b - Disclosure of aggregate exposure to shadow banking entities Part VIII › Title II
• amended Article 450 - Disclosure of remuneration policy Part VIII › Title II
• amended Article 451 - Disclosure of the leverage ratio Part VIII › Title II
• amendedrenamed Article 455 - Use of internal models for market risk 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 464 - European Banking Committee Part IX

Part X - TRANSITIONAL PROVISIONS, REPORTS, REVIEWS AND AMENDMENTS

• amendedrenamed Article 465 - Transitional arrangements for the output floor Part X › Title I › Chapter 1 › Section 1 was “Article 465 - Own funds requirements”
• 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 494d - Reversion to less sophisticated approaches Part X › Title I › Chapter 4
• amended Article 495 - Treatment of equity exposures under the IRB Approach Part X › Title I › Chapter 4
• inserted Article 495a - Transitional arrangements for equity exposures Part X › Title I › Chapter 4
• amended Article 495b - Transitional arrangements for specialised lending exposures Part X › Title I › Chapter 4
• amended Article 495c - Transitional arrangements for leasing exposures as a credit risk mitigation technique Part X › Title I › Chapter 4
• inserted Article 495d - Transitional arrangements for unconditional cancellable commitments Part X › Title I › Chapter 4
• inserted Article 495e - Transitional arrangements for ECAI credit assessments of institutions Part X › Title I › Chapter 4
• inserted Article 495f - Transitional arrangements for property revaluation requirements Part X › Title I › Chapter 4
• inserted Article 495g - Transitional arrangements for certain public guarantees schemes Part X › Title I › Chapter 4
• inserted Article 495h - Transitional arrangements for the use of the alternative internal model approach for market risk Part X › Title I › Chapter 4
• amended 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
• amended Article 501 - Adjustment of risk-weighted non-defaulted SME exposures Part X › Title I › Chapter 4
• 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
• amendedrenamed Article 505 - Review of agricultural financing Part X › Title II was “Article 505 - Review of long-term financing”
• inserted Article 506c - Credit risk — interaction between Common Equity Tier 1 capital reductions and credit risk parameters Part X › Title II
• inserted Article 506d - Prudential treatment of securitisation Part X › Title II
• amended Article 520 - Amendment of Regulation (EU) No 648/2012 Part X › Title III
• inserted Article 520a - Application of own funds requirements for market risk Part X › Title III

Part XI - FINAL PROVISIONS

Annexes

• amendedrenamed Annex I - Classification of off-balance-sheet items was “Annex I - Classification of off-balance sheet items”