(15)In line with the Basel standards, Article 325i(1), points (a) and (b), of Regulation (EU) No 575/2013 requires that credit institutions calculate, for positions in indices included in the alternative correlation trading portfolios (ACTP), a single sensitivity to the index and prohibits the decomposition of an ACTP index position into sub constituent risk factors (i.e. single name positions) and the subsequent netting of those risk factors with the same risk factors of the same constituent of single name instruments. Those requirements create a discrepancy between the approach that credit institutions have in place for the risk management of those exposures and the calculation of the own funds requirements, leading to additional operational complexity and an increase in own funds requirements. For those reasons, one major jurisdiction with banks very active in ACTP trading has chosen to allow banks to decompose ACTP index exposures. To preserve the level playing field, credit institutions should temporarily be given the flexibility to apply a decomposition approach and net their sub constituent exposures to the same risk factors.