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art_1__point_74__table__22

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

| = | the credit risk category add-on for hedging set j; єj | = | the hedging set supervisory factor coefficient of hedging set j determined in accordance with Article 280; k | = | the index that denotes the credit reference entities of the netting set established in accordance with paragraph 1; | = | the correlation factor of the credit reference entity k; where the credit reference entity k has been established in accordance with point (a) of paragraph 1, , where the credit reference entity k has been established in accordance with point (b) of paragraph 1, ; and AddOn(Entityk) | = | the add-on for the credit reference entity k determined in accordance with paragraph 4.

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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.