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

For the purposes of the calculation referred to in paragraph 1, the following requirements shall apply: (a) only transactions subject to the own funds requirements for CVA risk laid down in Article 382 are subject to that calculation; (b) credit derivatives that are recognised as internal hedges against counterparty risk exposures are not included in that calculation.

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