(a)

Directive 2006/49/EC of the European Parliament and of the Council of 14 June 2006 on the capital adequacy of investment firms and credit institutions (recast) · European Union

its previous day's value‐at‐risk measure according to the parameters specified in this Annex plus, where appropriate, the incremental default risk charge required under point 5; or

← anx_V__point_9__text_1 · All articles · anx_V__point_9__point_a__text_1 →

Source: EUR-Lex (Cellar) · retrieved 2026-10-10 · Text as adopted (Official Journal); later amendments are not incorporated in this text.