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

7.

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

Where the collateral consists of a number of eligible items, institutions shall calculate the volatility adjustment (H) as follows: H = Σ_(i)a_(i)H_(i) where: a_(i)= the proportion of the value of an eligible item i in the total value of collateral; H_(i)= the volatility adjustment applicable to eligible item i.

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