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

(d)

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 highest, the lowest and the mean of the following: the daily value-at-risk measures over the reporting period and as per the period end; the stressed value-at-risk measures over the reporting period and as per the period end; the risk numbers for incremental default and migration risk and for the specific risk of the correlation trading portfolio over the reporting period and as per the period-end;

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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.