Article 223 › 7 CRR — REGULATION (EU) No 575/2013 OF THE EUROPEAN PARLIAMENT AND…

Article 223 › 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: where: ai the proportion of the value of an eligible item i in the total value of collateral; Hi the volatility adjustment applicable to eligible item i.

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