art_1__point_74__table__12 Text with EEA relevance. — Regulation (EU) 2019/876 of the European Parliament and of…

art_1__point_74table12

Text with EEA relevance.

Regulation (EU) 2019/876 of the European Parliament and of the Council of 20 May 2019 amending Regulation (EU) No 575/2013 as regards the leverage ratio, the net stable funding ratio, requirements for own funds and eligible liabilities, counterparty credit risk, market risk, exposures to central counterparties, exposures to collective investment undertakings, large exposures, reporting and disclosure requirements, and Regulation (EU) No 648/2012 (Text with EEA relevance.) · European Union

| RiskPosition = δ · AdjNot · MF where: δ = the supervisory delta of the transaction calculated in accordance with the formula laid down in Article 279a; AdjNot = the adjusted notional amount of the transaction calculated in accordance with Article 279b; and MF = the maturity factor of the transaction calculated in accordance with the formula laid down in Article 279c.

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Source: EUR-Lex (Cellar) · retrieved 2026-10-12 · Text as adopted (Official Journal); later amendments are not incorporated in this text.