synthetic excess spread

Defined in Article 242, Capital Requirements Regulation (CRR)

Definitions over time (1)

1. 29/06/2021 – today applies on 11/11/2026 Article 242, Capital Requirements Regulation (CRR) Scope: Part III Title II Chapter 5

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

   ‘synthetic excess spread’ means a synthetic excess spread as defined in point (29) of Article 2 of Regulation (EU) 2017/2402.

Used in (9 places in 3 provisions on 11/11/2026)

Capital Requirements Regulation (CRR) (9 in 3)

Article 242² · Article 248⁶ · Article 256