(15)

Commission Delegated Regulation (EU) 2021/424 of 17 December 2019 amending Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to the alternative standardised approach for market risk (Text with EEA relevance) · European Union

in paragraph 3 of Article 325ax, Table 11 is replaced by the following: ‘Table 11 Risk class | LHrisk class | Risk weights GIRR | 60 | 100 % CSR non-securitisations | 120 | 100 % CSR securitisations (ACTP) | 120 | 100 % CSR securitisations (non-ACTP) | 120 | 100 % Equity (large cap and indices) | 20 | 77,78 % Equity (small cap and other sector) | 60 | 100 % Commodity | 120 | 100 % Foreign exchange | 40 | 100 %’

← (14) · All articles · art_1__point_15__table →

Source: EUR-Lex (Cellar) · retrieved 2026-10-18 · Text as adopted (Official Journal); later amendments are not incorporated in this text.