lexiara

Article 359 › 5

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

The institution's own funds requirement for each commodity shall be calculated on the basis of the relevant maturity ladder as the sum of the following: (a) the sum of the matched long and short positions, multiplied by the appropriate spread rate as indicated in the second column of Table 1 for each maturity band and by the spot price for the commodity; (b) the matched position between two maturity bands for each maturity band into which an unmatched position is carried forward, multiplied by 0,6 %, which is the carry rate and by the spot price for the commodity; (c) the residual unmatched positions, multiplied by 15 % which is the outright rate and by the spot price for the commodity.

· All articles ·

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