Recital 10

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

(10) The BCBS Minimum capital requirements for market risk specify the intra-bucket correlations for covered bonds risk factors issued by credit institutions in third countries, the intra-bucket correlations for equity risk, and the correlations across buckets for equity risk. The correlations applicable in the alternative standardised approach should be aligned with the BCBS Minimum capital requirements for market risk.

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