Article 282 › 3 CRR — REGULATION (EU) No 575/2013 OF THE EUROPEAN PARLIAMENT AND…

Article 282 › 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

For interest rate risk positions from: (a) money deposits that are posted with a counterparty as collateral when that counterparty does not have debt obligations of low specific risk outstanding; (b) underlying debt instruments, to which according to Table 1 of Article 336 a capital charge of more than 1,60 % applies; There shall be one hedging set for each issuer. When a payment leg emulates such a debt instrument, there shall also be one hedging set for each issuer of the reference debt instrument. An institution may assign risk positions that arise from debt instruments of a particular issuer, or from reference debt instruments of the same issuer that are emulated by payment legs, or that underlie a credit default swap, to the same hedging set.

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