lexiara

art_1__point_201__table

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

k | = the index that denotes the risk factor k; | = the weighted sensitivity of the aggregate CVA to risk factor k; RWk | = the risk weight applicable to the risk factor k; | = the net sensitivity of the aggregate CVA to risk factor k; | = the weighted sensitivity of the market value of all eligible hedges in the CVA portfolio to risk factor k; | = the net sensitivity of the market value of all eligible hedges in the CVA portfolio to risk factor k.

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Source: EUR-Lex CELLAR · retrieved 2026-09-04 · Text as adopted (Official Journal); later amendments are not incorporated in this text.