hedging set

Defined in Article 272, Capital Requirements Regulation (CRR)

Definitions over time (3)

1. 29/06/2021 – today applies on 12/11/2026 Article 272, Capital Requirements Regulation (CRR) Scope: Part III Title II Chapter 6

   For the purposes of this Chapter and of Title VI of this Part, the following definitions shall apply:

   ‘hedging set’ means a group of transactions within a single netting set for which full or partial offsetting is allowed for determining the potential future exposure under the methods set out in Section 3 or 4 of this Chapter;

2. 25/12/2019 – 29/06/2021 Article 272, Capital Requirements Regulation (CRR) Scope: Part III Title II Chapter 6

   For the purposes of this Chapter and of Title VI of this Part, the following definitions shall apply:

   ‘hedging set’ means a group of risk positions arising from the transactions within a single netting set, where only the balance of those risk positions is used for determining the exposure value under the Standardised Method set out in Section 5;

3. 28/06/2013 – 19/07/2016 Article 272, Capital Requirements Regulation (CRR) Scope: Part III Title II Chapter 6

   For the purposes of this Chapter and of Title VI of this Part, the following definitions shall apply:

   ‘hedging set’ means a group of risk positions arising from the transactions within a single netting set, where only the balance of those risk positions is used for determining the exposure value under the Standardised Method set out in Section 5;

Used in (83 places in 10 provisions on 12/11/2026)

Capital Requirements Regulation (CRR) (83 in 10)

Article 272² · Article 277a²⁰ · Article 280⁵ · Article 280a¹¹ · Article 280b⁷ · Article 280c⁶ · Article 280d⁶ · Article 280e⁹ · Article 280f⁷ · Article 281¹⁰