Article 73 › 5
CRR
Paragraph 4 shall not apply where the institution is a reference entity in that broad market index unless both the following conditions are met: (a) the institution considers movements in that broad market index not to be significantly correlated to the credit standing of the institution, its parent institution or parent financial holding company or parent mixed financial holding company or parent mixed activity holding company; (b) the competent authority has not reached a different determination from that referred to in point (a).
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Source: EUR-Lex CELLAR · retrieved 2026-09-04