art_384__para_1__text_2 CRR — REGULATION (EU) No 575/2013 OF THE EUROPEAN PARLIAMENT AND…

art_384__para_1__text_2

CRR

REGULATION (EU) No 575/2013 OF THE EUROPEAN PARLIAMENT AND OF THE COUNCIL of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012 (Text with EEA relevance) · European Union

K = 2.33 · h · (Σ_(i)0.5 · w_(i) · (M_(i) · EAD_(i)^(total) – M_(i)^(hedge)B_(i)) – Σ_(ind)w_(ind) · M_(ind) · B_(ind))^(2) + Σ_(i)0.75 · w_(i)^(2) · (M_(i) · EAD_(i)^(total) – M_(i)^(hedge)B_(i))^(2)

← art_384__para_1__text_1 · All articles · art_384__para_1__text_3 →

Source: EUR-Lex (Cellar) · retrieved 2026-09-25 · Text as adopted (Official Journal); later amendments are not incorporated in this text.