Preamble
Recitals 15
Chapter I - GENERAL PROVISIONS (Article 1-4) 4
Chapter II - STANDARDISED METHODOLOGY FOR EVALUATING THE RISKS FOR THE ECONOMIC VALUE OF EQUITY OF AN INSTITUTION’S NON-TRADING BOOK ACTIVITIES (Article 5-13) 9
Chapter III - STANDARDISED METHODOLOGY FOR EVALUATING THE RISKS FOR THE NET INTEREST INCOME OF AN INSTITUTION’S NON-TRADING BOOK ACTIVITIES (Article 14-16) 3
Chapter IV - CALCULATION OF THE STANDARDISED ECONOMIC VALUE OF EQUITY RISK MEASURE (Article 17) 1
Chapter V - CALCULATION OF THE STANDARDISED NET INTEREST INCOME RISK MEASURE (Article 18-24) 7
Chapter VI - SIMPLIFIED STANDARDISED METHODOLOGY FOR THE CALCULATION OF THE ECONOMIC VALUE OF EQUITY AND THE NET INTEREST INCOME (Article 25-26) 2
Chapter VII - FINAL PROVISION (Article 27) 1
Annexes 1
- Annex 1
Amending acts 1
- Commission Delegated Regulation (EU) 2025/1275from 17/07/2025

notional repricing cash flow

Definitions over time (1)

14/05/2024 – 17/07/2025 Article 1, Commission Delegated Regulation (EU) 2024/857 Scope: Whole act

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

‘notional repricing cash flow’ means any of the following: the amount of principal at the time of its repricing, whereby such repricing is deemed to occur on the earlier of the following dates: the date on which the institution or its counterparty is entitled to unilaterally change the interest rate; the date on which the interest rate of a floating rate instrument changes automatically in response to a change in an interest rate benchmark as defined in Article 3(1), point (22), of Regulation (EU) 2016/1011 of the European Parliament and of the Council (^{5}); in the absence of a repricing as referred to in point (a), the amount of principal at the time of repayment of the principal or part of it; an interest payment on that part of the principal that has not yet been repaid or repriced;

Each has its own scope, dates and uses. Open one to see when it applies.

No text uses this concept on 12/11/2026.