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art_1__point_202__table__6

CRR3
REGULATION (EU) 2024/1623 OF THE EUROPEAN PARLIAMENT AND OF THE COUNCIL of 31 May 2024 amending Regulation (EU) No 575/2013 as regards requirements for credit risk, credit valuation adjustment risk, operational risk, market risk and the output floor (Text with EEA relevance) · European Union

Correlations between credit spread of counterparty and single-name hedge Single-name hedge h of counterparty i | Value of rhc Counterparties referred to in Article 386(3), point (a)(i) | 100 % Counterparties referred to in Article 386(3), point (a)(ii) | 80 % Counterparties referred to in Article 386(3), point (a)(iii) | 50 %

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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.