Article 1 › 2 CRR3 — REGULATION (EU) 2024/1623 OF THE EUROPEAN PARLIAMENT AND OF…

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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

An institution shall determine the larger of the following amounts as the specific risk own funds requirement for the correlation trading portfolio: (a) the total specific risk own funds requirement that would apply just to the net long positions of the correlation trading portfolio; (b) the total specific risk own funds requirement that would apply just to the net short positions of the correlation trading portfolio.’

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