Regulation (EU) No 575/2013 of the European Parliament and of the Council of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012 (Text with EEA relevance) (c. 575)

[X1 PART THREE U.K. CAPITAL REQUIREMENTS

TITLE IV U.K. OWN FUNDS REQUIREMENTS FOR MARKET RISK]

F1 CHAPTER 1a U.K. Alternative standardised approach

Section 6 U.K. Risk weights and correlations

Subsection 1 U.K. Delta risk weights and correlations

F1 Article 325aj U.K. Correlations across buckets for credit spread risk for non-securitisations

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Textual Amendments

F1 Pt. 3 Title 4 Ch. 1a omitted (1.1.2022) by virtue of The Financial Services Act 2021 (Prudential Regulation of Credit Institutions and Investment Firms) (Consequential Amendments and Miscellaneous Provisions) Regulations 2021 (S.I. 2021/1376), regs. 1(3), 25(38)(a)

Textual Amendments

F1 Pt. 3 Title 4 Ch. 1a omitted (1.1.2022) by virtue of The Financial Services Act 2021 (Prudential Regulation of Credit Institutions and Investment Firms) (Consequential Amendments and Miscellaneous Provisions) Regulations 2021 (S.I. 2021/1376), regs. 1(3), 25(38)(a)

Editorial Information

X1 Substituted by Corrigendum to Regulation (EU) No 575/2013 of the European Parliament and of the Council of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012 (OJ L 176, 27.6.2013, p. 1).