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Article 223 › 3

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

Institutions shall calculate the volatility-adjusted value of the exposure (EVA) they need to take into account as follows: where: E the exposure value as would be determined under Chapter 2 or Chapter 3, as applicable, where the exposure was not collateralised; HE the volatility adjustment appropriate to the exposure, as calculated under Articles 224 and 227. In the case of OTC derivative transactions institutions shall calculate EVA as follows: .

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Source: EUR-Lex CELLAR · retrieved 2026-09-04