Recital 36

(36) Regulation (EU) 2019/876 of the European Parliament and of the Council (12) amended Regulation (EU) No 575/2013 by introducing a revised market risk framework developed by the Basel Committee on Banking Supervision. The alternative standardised approach that is part of that new framework allows institutions to model certain parameters used in the calculation of risk-weighted assets and own funds requirements for market risk. It is therefore important for competent authorities and EBA to have a clear view of the range of values for risk-weighted assets and own funds requirements that arise for similar exposures not only under the alternative internal model approach, but also under the alternative standardised approach. As a result, the market risk benchmarking exercise should cover the revised standardised and internal model approaches, taking into account the principle of proportionality.

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Source: EUR-Lex CELLAR · retrieved 2026-09-04 · Text as adopted (Official Journal); later amendments are not incorporated in this text.