lexiara

art_1__point_74__table__28

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 commodity 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; ρCom | = | the correlation factor of the commodity risk category with a value equal to 40 %; k | = | the index that denotes the commodity reference types of the netting set established in accordance with paragraph 2; and | = | the add-on for the commodity reference type k calculated in accordance with paragraph 5.

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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.