institution's specific risk portfolio
Defined in Article 2, Commission Delegated Regulation (EU) No 530/2014
Definitions over time (1)
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09/06/2014 – today applies on 12/11/2026 Article 2, Commission Delegated Regulation (EU) No 530/2014 Scope: Whole act
An institution's specific risk portfolio shall be considered to comprise a large number of material positions in debt instruments of different issuers where the portfolio includes more than 100 positions, each of which is greater than EUR 2 500 000, whether those positions are net long or net short, as defined in Article 327 of Regulation (EU) No 575/2013.