What changes on 14/05/2024
The text in force from 24/04/2024 compared with the text from 14/05/2024.
0 inserted
25 amended
0 deleted
0 moved
Read the act as of 14/05/2024 · other versions: 17/07/2025
Chapter I
- amended Article 1 - Definitions
- amended Article 2 - Non-trading book positions included in the evaluation
- amended Article 3 - Materiality of non-trading book positions
- amended Article 4 - Classification of the scenarios
Chapter II
- amended Article 5 - General requirements for allocating notional repricing cash flows
- amended Article 6 - Fixed rate instruments
- amended Article 7 - Floating rate instruments
- amended Article 8 - Non-maturity deposits
- amended Article 9 - Fixed rate loans that are subject to the risk of early repayment
- amended Article 10 - Fixed rate term deposits that are subject to the risk of early redemption
- amended Article 11 - Derivative instruments without optionality
- amended Article 12 - Non-performing exposures and fixed rate loan commitments to retail counterparties
- amended Article 13 - Economic value of equity add-on for automatic interest rate options
Chapter III
- amended Article 14 - Requirements for allocating notional repricing cash flows
- amended Article 15 - Net interest income add-on for automatic interest rate options up to the net interest income time horizon
Chapter IV
- amended Article 17 - Calculation of the economic value of equity and changes in the economic value of equity
Chapter V
- amended Article 19 - Calculation of the contribution of the projected risk-free interest rate on the reinvestment or refinancing of notional repricing cash flows
- amended Article 20 - Calculation of the contribution of the projected commercial margin on the reinvestment or refinancing of notional repricing cash flows
- amended Article 21 - Calculation of interest payments or part of interest payments that occur up to and including their reset date
- amended Article 22 - Market value changes for instruments held at fair value maturing beyond the net interest income time horizon
- amended Article 23 - Net interest income add-on for basis risk
- amended Article 24 - Calculation of the net interest income and changes in the net interest income
Chapter VI
- amended Article 25 - Simplified standardised methodology for the calculation of the economic value of equity and changes in the economic value of equity
- amended Article 26 - Simplified standardised methodology for the calculation of the net interest income and changes in the net interest income
Outside any heading
- amended Annex 1