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CRR3

REGULATION (EU) 2024/1623 OF THE EUROPEAN PARLIAMENT AND OF THE COUNCIL of 31 May 2024 amending Regulation (EU) No 575/2013 as regards requirements for credit risk, credit valuation adjustment risk, operational risk, market risk and the output floor (Text with EEA relevance) · European Union

The own funds requirements for market risk calculated in accordance with the simplified standardised approach shall be the sum of the following own funds requirements, as applicable: (a) the own funds requirements for position risk referred to in Chapter 2, multiplied by: (i) 1,3, for the general and specific risks of positions in debt instruments, excluding securitisation instruments as referred to in Article 337; (ii) 3,5, for the general and specific risks of positions in equity instruments; (b) the own funds requirements for foreign exchange risk referred to in Chapter 3, multiplied by 1,2; (c) the own funds requirements for commodity risk referred to in Chapter 4, multiplied by 1,9; (d) the own funds requirements for securitisation instruments as referred to in Article 337.

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Source: EUR-Lex CELLAR · retrieved 2026-09-04