risk class

Definitions over time (1)

27/06/2019 – today applies on 12/11/2026 Article 325d, Capital Requirements Regulation (CRR) Scope: Part III Title IV Chapter 1A

For the purposes of this Chapter, the following definitions apply:

‘risk class’ means one of the following seven categories: general interest rate risk; credit spread risk (CSR) for non-securitisation; credit spread risk for securitisation not included in the alternative correlation trading portfolio (non-ACTP CSR); credit spread risk for securitisation included in the alternative correlation trading portfolio (ACTP CSR); equity risk; commodity risk; foreign exchange risk;