Updated 21/05/2024
In force since 28/06/2013

Version from: 09/01/2024
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Capital Requirements Regulation (CRR)

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)

Recitals
Article 10a - Application of prudential requirements on a consolidated basis where investment firms are parent undertakingsArticle 11 - General treatment Q&AArticle 12 - Financial holding company or mixed financial holding company with both a subsidiary credit institution and a subsidiary investment firm [repealed] Article 12a - Consolidated calculation for G-SIIs with multiple resolution entities Q&AArticle 13 - Application of disclosure requirements on a consolidated basis Q&AArticle 14 - Application of requirements of Article 5 of Regulation (EU) 2017/2402 on a consolidated basis Q&AArticle 15 - Derogation from the application of own funds requirements on a consolidated basis for groups of investment firms [repealed] Article 16 - Derogation from the application of the leverage ratio requirements on a consolidated basis for groups of investment firms [repealed] Article 17 - Supervision of investment firms waived from the application of own funds requirements on a consolidated basis [repealed]
Article 26 - Common Equity Tier 1 items RTSQ&AArticle 27 - Capital instruments of mutuals, cooperative societies, savings institutions or similar institutions in Common Equity Tier 1 items RTSArticle 28 - Common Equity Tier 1 instruments RTSQ&AArticle 29 - Capital instruments issued by mutuals, cooperative societies, savings institutions and similar institutions RTSQ&AArticle 30 - Consequences of the conditions for Common Equity Tier 1 instruments ceasing to be met Q&AArticle 31 - Capital instruments subscribed by public authorities in emergency situations
Article 36 - Deductions from Common Equity Tier 1 items RTSQ&AGLArticle 37 - Deduction of intangible assets Q&AArticle 38 - Deduction of deferred tax assets that rely on future profitability Q&AArticle 39 - Tax overpayments, tax loss carry backs and deferred tax assets that do not rely on future profitability Q&AArticle 40 - Deduction of negative amounts resulting from the calculation of expected loss amountsArticle 41 - Deduction of defined benefit pension fund assets RTSQ&AArticle 42 - Deduction of holdings of own Common Equity Tier 1 instruments Q&AArticle 43 - Significant investment in a financial sector entityArticle 44 - Deduction of holdings of Common Equity Tier 1 instruments of financial sector entities and where an institution has a reciprocal cross holding designed artificially to inflate own fundsArticle 45 - Deduction of holdings of Common Equity Tier 1 instruments of financial sector entities Q&AArticle 46 - Deduction of holdings of Common Equity Tier 1 instruments where an institution does not have a significant investment in a financial sector entity Q&AArticle 47 - Deduction of holdings of Common Equity Tier 1 instruments where an institution has a significant investment in a financial sector entity Q&AArticle 47a - Non-performing exposures ITSQ&AGLArticle 47b - Forbearance measures Q&AGLArticle 47c - Deduction for non-performing exposures Q&A
Article 56 - Deductions from Additional Tier 1 items RTSQ&AArticle 57 - Deductions of holdings of own Additional Tier 1 instruments Q&AArticle 58 - Deduction of holdings of Additional Tier 1 instruments of financial sector entities and where an institution has a reciprocal cross holding designed artificially to inflate own fundsArticle 59 - Deduction of holdings of Additional Tier 1 instruments of financial sector entities Q&AArticle 60 - Deduction of holdings of Additional Tier 1 instruments where an institution does not have a significant investment in a financial sector entity
Article 66 - Deductions from Tier 2 items RTSQ&AArticle 67 - Deductions of holdings of own Tier 2 instrumentsArticle 68 - Deduction of holdings of Tier 2 instruments of financial sector entities and where an institution has a reciprocal cross holding designed artificially to inflate own fundsArticle 69 - Deduction of holdings of Tier 2 instruments of financial sector entities Q&AArticle 70 - Deduction of Tier 2 instruments where an institution does not have a significant investment in a relevant entity Q&A
Article 72e - Deductions from eligible liabilities items Q&AArticle 72f - Deduction of holdings of own eligible liabilities instrumentsArticle 72g - Deduction base for eligible liabilities itemsArticle 72h - Deduction of holdings of eligible liabilities of other G-SII entitiesArticle 72i - Deduction of eligible liabilities where the institution does not have a significant investment in G-SII entitiesArticle 72j - Trading book exception from deductions from eligible liabilities items
Article 73 - Distributions on instruments RTSArticle 74 - Holdings of capital instruments issued by regulated financial sector entities that do not qualify as regulatory capital Q&AArticle 75 - Deduction and maturity requirements for short positionsArticle 76 - Index holdings of capital instruments and of liabilities RTSArticle 77 - Conditions for reducing own funds and eligible liabilities RTSQ&AArticle 78 - Supervisory permission to reduce own funds RTSQ&AArticle 78a - Permission to reduce eligible liabilities instruments RTSQ&AArticle 79 - Temporary waiver from deduction from own funds and eligible liabilities RTSQ&AArticle 79a - Assessment of compliance with the conditions for own funds and eligible liabilities instruments Article 80 - Continuing review of the quality of own funds and eligible liabilities instruments
Article 81 - Minority interests that qualify for inclusion in consolidated Common Equity Tier 1 capital RTSQ&AArticle 82 - Qualifying Additional Tier 1, Tier 1, Tier 2 capital and qualifying own funds Q&AArticle 83 - Qualifying Additional Tier 1 and Tier 2 capital issued by a special purpose entity RTSArticle 84 - Minority interests included in consolidated Common Equity Tier 1 capital RTSQ&AArticle 85 - Qualifying Tier 1 instruments included in consolidated Tier 1 capital RTSQ&AArticle 86 - Qualifying Tier 1 capital included in consolidated Additional Tier 1 capitalArticle 87 - Qualifying own funds included in consolidated own funds RTSQ&AArticle 88 - Qualifying own funds instruments included in consolidated Tier 2 capitalArticle 88a - Qualifying eligible liabilities instruments Q&A
Article 95 - Own funds requirements for investment firms with limited authorisation to provide investment services Q&AArticle 96 - Own funds requirements for investment firms which hold initial capital as laid down in Article 28(2) of Directive 2013/36/EUArticle 97 - Own Funds based on Fixed Overheads RTSArticle 98 - Own funds for investment firms on a consolidated basis Q&A
Article 114 - Exposures to central governments or central banks IAQ&AArticle 115 - Exposures to regional governments or local authorities RTSIAQ&AGLArticle 116 - Exposures to public sector entities RTSIAQ&AArticle 117 - Exposures to multilateral development banks Q&AArticle 118 - Exposures to international organisations Q&AArticle 119 - Exposures to institutions Q&AArticle 120 - Exposures to rated institutions Q&AArticle 121 - Exposures to unrated institutions Q&AArticle 122 - Exposures to corporates Q&AArticle 123 - Retail exposures Q&AArticle 124 - Exposures secured by mortgages on immovable property RTSQ&AArticle 125 - Exposures fully and completely secured by mortgages on residential property RTSQ&AArticle 126 - Exposures fully and completely secured by mortgages on commercial immovable property RTSQ&AArticle 127 - Exposures in default RTSQ&AGLArticle 128 - Items associated with particular high risk Q&AGLArticle 129 - Exposures in the form of covered bonds Q&AGLArticle 130 - Items representing securitisation positionsArticle 131 - Exposures to institutions and corporates with a short-term credit assessment Q&AArticle 132 - Own funds requirements for exposures in the form of units or shares in CIUs Q&AArticle 132a - Approaches for calculating risk-weighted exposure amounts of CIUs RTSQ&AArticle 132b - Exclusions from the approaches for calculating risk-weighted exposure amounts of CIUsArticle 132c - Treatment of off-balance-sheet exposures to CIUs Q&AArticle 133 - Equity exposures Q&AArticle 134 - Other items Q&A
Article 142 - Definitions IAQ&AArticle 143 - Permission to use the IRB Approach ITSRTSQ&AGLArticle 144 - Competent authorities' assessment of an application to use an IRB Approach RTSQ&AArticle 145 - Prior experience of using IRB approaches RTSArticle 146 - Measures to be taken where the requirements of this Chapter cease to be met RTSArticle 147 - Methodology to assign exposures to exposure classes RTSQ&AArticle 148 - Conditions for implementing the IRB Approach across different classes of exposure and business units RTSQ&AArticle 149 - Conditions to revert to the use of less sophisticated approaches Article 150 - Conditions for permanent partial use RTSQ&A
Article 178 - Default of an obligor RTSQ&AGLArticle 179 - Overall requirements for estimation RTSQ&AGLArticle 180 - Requirements specific to PD estimation RTSQ&AGLArticle 181 - Requirements specific to own-LGD estimates RTSQ&AGLArticle 182 - Requirements specific to own-conversion factor estimates RTSQ&AGLArticle 183 - Requirements for assessing the effect of guarantees and credit derivatives for exposures to corporates, institutions and central governments and central banks where own estimates of LGD are used and for retail exposures RTSGLArticle 184 - Requirements for purchased receivables GL
Article 195 - On-balance sheet netting Q&AArticle 196 - Master netting agreements covering repurchase transactions or securities or commodities lending or borrowing transactions or other capital market-driven transactionsArticle 197 - Eligibility of collateral under all approaches and methods ITSQ&AArticle 198 - Additional eligibility of collateral under the Financial Collateral Comprehensive Method ITSQ&AArticle 199 - Additional eligibility for collateral under the IRB Approach Q&AArticle 200 - Other funded credit protection
Article 205 - Requirements for on-balance sheet netting agreements other than master netting agreements referred to in Article 206Article 206 - Requirements for master netting agreements covering repurchase transactions or securities or commodities lending or borrowing transactions or other capital market driven transactionsArticle 207 - Requirements for financial collateral Q&AArticle 208 - Requirements for immovable property collateral Q&AArticle 209 - Requirements for receivablesArticle 210 - Requirements for other physical collateralArticle 211 - Requirements for treating lease exposures as collateralisedArticle 212 - Requirements for other funded credit protection Q&A
Article 218 - Credit linked notesArticle 219 - On-balance sheet netting Q&AArticle 220 - Using the Supervisory Volatility Adjustments Approach or the Own Estimates Volatility Adjustments Approach for master netting agreements Q&AArticle 221 - Using the internal models approach for master netting agreementsArticle 222 - Financial Collateral Simple Method Q&AArticle 223 - Financial Collateral Comprehensive Method Q&AArticle 224 - Supervisory volatility adjustment under the Financial Collateral Comprehensive Method ITSQ&AArticle 225 - Own estimates of volatility adjustments under the Financial Collateral Comprehensive Method Q&AArticle 226 - Scaling up of volatility adjustment under the Financial Collateral Comprehensive MethodArticle 227 - Conditions for applying a 0 % volatility adjustment under the Financial Collateral Comprehensive Method Q&AArticle 228 - Calculating risk-weighted exposure amounts and expected loss amounts under the Financial Collateral Comprehensive methodArticle 229 - Valuation principles for other eligible collateral under the IRB Approach Q&AArticle 230 - Calculating risk-weighted exposure amounts and expected loss amounts for other eligible collateral under the IRB Approach Q&AArticle 231 - Calculating risk-weighted exposure amounts and expected loss amounts in the case of mixed pools of collateralArticle 232 - Other funded credit protection
Article 247 - Calculation of risk-weighted exposure amounts Q&AArticle 248 - Exposure value RTSGLArticle 249 - Recognition of credit risk mitigation for securitisation positions Q&AArticle 250 - Implicit support Q&AArticle 251 - Originator institutions’ calculation of risk-weighted exposure amounts securitised in a synthetic securitisation ITSQ&AArticle 252 - Treatment of maturity mismatches in synthetic securitisations Q&AArticle 253 - Reduction in risk-weighted exposure amounts Q&A
Article 258 - Conditions for the use of the Internal Ratings Based Approach (SEC-IRBA)Article 259 - Calculation of risk-weighted exposure amounts under the SEC-IRBA Q&AArticle 260 - Treatment of STS securitisations under the SEC-IRBA Q&AArticle 261 - Calculation of risk-weighted exposure amounts under the Standardised Approach (SEC-SA) ITSQ&AArticle 262 - Treatment of STS securitisations under the SEC-SA Q&AArticle 263 - Calculation of risk-weighted exposure amounts under the External Ratings Based Approach (SEC-ERBA) ITSArticle 264 - Treatment of STS securitisations under the SEC-ERBA ITSQ&AArticle 265 - Scope and operational requirements for the Internal Assessment Approach Q&AArticle 266 - Calculation of risk-weighted exposure amounts under the Internal Assessment Approach RTSQ&A
Article 274 - Exposure value Q&AArticle 275 - Replacement cost Q&AArticle 276 - Recognition and treatment of collateralArticle 277 - Mapping of transactions to risk categories RTSArticle 277a - Hedging setsArticle 278 - Potential future exposureArticle 279 - Calculation of the risk positionArticle 279a - Supervisory delta RTSQ&AArticle 279b - Adjusted notional amount Q&AArticle 279c - Maturity Factor Q&AArticle 280 - Hedging set supervisory factor coefficientArticle 280a - Interest rate risk category add-on Q&AArticle 280b - Foreign exchange risk category add-onArticle 280c - Credit risk category add-on Q&AArticle 280d - Equity risk category add-onArticle 280e - Commodity risk category add-onArticle 280f - Other risks category add-on
Article 283 - Permission to use the Internal Model Method ITSArticle 284 - Exposure value Article 285 - Exposure value for netting sets subject to a margin agreement Q&AArticle 286 - Management of CCR — Policies, processes and systemsArticle 287 - Organisation structures for CCR managementArticle 288 - Review of CCR management system Article 289 - Use test Article 290 - Stress testing GLArticle 291 - Wrong-Way Risk Q&AArticle 292 - Integrity of the modelling process Article 293 - Requirements for the risk management system Article 294 - Validation requirements
Article 300 - Definitions Article 301 - Material scopeArticle 302 - Monitoring of exposures to CCPsArticle 303 - Treatment of clearing members' exposures to CCPsArticle 304 - Treatment of clearing members' exposures to clients RTSQ&AArticle 305 - Treatment of clients' exposures Q&AArticle 306 - Own funds requirements for trade exposures Q&AArticle 307 - Own funds requirements for contributions to the default fund of a CCPArticle 308 - Own funds requirements for pre-funded contributions to the default fund of a QCCPArticle 309 - Own funds requirements for pre-funded contributions to the default fund of a non-qualifying CCP and for unfunded contributions to a non-qualifying CCP Q&AArticle 310 - Own funds requirements for unfunded contributions to the default fund of a QCCP Q&AArticle 311 - Own funds requirements for exposures to CCPs that cease to meet certain conditions Q&AGL
Article 325d - DefinitionsArticle 325e - Components of the sensitivities-based method Q&AArticle 325f - Own funds requirements for delta and vega risks Q&AArticle 325g - Own funds requirements for curvature riskArticle 325h - Aggregation of risk-class specific own funds requirements for delta, vega and curvature risks Q&AArticle 325i - Treatment of index instruments and other multi-underlying instrumentsArticle 325j - Treatment of collective investment undertakings Article 325k - Underwriting positions
Article 325v - Definitions and general provisions
Article 325ae - Risk weights for general interest rate riskArticle 325af - Intra bucket correlations for general interest rate riskArticle 325ag - Correlations across buckets for general interest rate riskArticle 325ah - Risk weights for credit spread risk for non-securitisationsArticle 325ai - Intra-bucket correlations for credit spread risk for non-securitisations Q&AArticle 325aj - Correlations across buckets for credit spread risk for non-securitisationsArticle 325ak - Risk weights for credit spread risk for securitisations included in the ACTPArticle 325al - Correlations for credit spread risk for securitisations included in the ACTPArticle 325am - Risk weights for credit spread risk for securitisations not included in the ACTPArticle 325an - Intra-bucket correlations for credit spread risk for securitisations not included in the ACTPArticle 325ao - Correlations across buckets for credit spread risk for securitisations not included in the ACTPArticle 325ap - Risk weights for equity risk RTSArticle 325aq - Intra-bucket correlations for equity riskArticle 325ar - Correlations across buckets for equity riskArticle 325as - Risk weights for commodity riskArticle 325at - Intra-bucket correlations for commodity riskArticle 325au - Correlations across buckets for commodity riskArticle 325av - Risk weights for foreign exchange riskArticle 325aw - Correlations for foreign exchange risk
Article 325bb - Expected shortfall risk measure RTSArticle 325bc - Partial expected shortfall calculations RTSQ&AGLArticle 325bd - Liquidity horizons RTSArticle 325be - Assessment of the modellability of risk factors RTSGLArticle 325bf - Regulatory back-testing requirements and multiplication factors RTSArticle 325bg - Profit and loss attribution requirement RTSArticle 325bh - Requirements on risk measurement RTSGLArticle 325bi - Qualitative requirements RTSArticle 325bj - Internal validation RTSArticle 325bk - Calculation of stress scenario risk measure RTS
Article 334 - Net positions in debt instruments
Article 387 - Subject matter Article 388 - Negative Scope [repealed] Article 389 - Definition Q&AArticle 390 - Calculation of the exposure value RTSQ&AArticle 391 - Definition of an institution for large exposures purposes IAQ&AArticle 392 - Definition of a large exposure Q&AArticle 393 - Capacity to identify and manage large exposuresArticle 394 - Reporting requirements ITSRTSQ&AArticle 395 - Limits to large exposures Q&AGLArticle 396 - Compliance with large exposures requirements GLArticle 397 - Calculating additional own funds requirements for large exposures in the trading book Q&AArticle 398 - Procedures to prevent institutions from avoiding the additional own funds requirementArticle 399 - Eligible credit mitigation techniques Q&AArticle 400 - Exemptions ITSQ&AGLArticle 401 - Calculating the effect of the use of credit risk mitigation techniques Q&AArticle 402 - Exposures arising from mortgage lending Q&AArticle 403 - Substitution approach Q&AGL
Article 415 - Reporting obligation and reporting format ITSQ&AGLArticle 416 - Reporting on liquid assets ITSQ&AArticle 417 - Operational requirements for holdings of liquid assets Q&AArticle 418 - Valuation of liquid assets Q&AArticle 419 - Currencies with constraints on the availability of liquid assets ITSRTSArticle 420 - Liquidity outflows Q&AGLArticle 421 - Outflows on retail deposits Q&AGLArticle 422 - Outflows on other liabilities RTSQ&AGLArticle 423 - Additional outflows RTSQ&AArticle 424 - Outflows from credit and liquidity facilities Q&AArticle 425 - Inflows RTSQ&AGLArticle 426 - Updating Future liquidity requirements
Article 428c - Calculation of the net stable funding ratio Q&AArticle 428d - Derivative contracts Q&AArticle 428e - Netting of secured lending transactions and capital market-driven transactions Q&AArticle 428f - Interdependent assets and liabilities Q&AArticle 428g - Deposits in institutional protection schemes and cooperative networksArticle 428h - Preferential treatment within a group or within an institutional protection scheme Q&A
Article 428r - 0 % required stable funding factorArticle 428s - 5 % required stable funding factorArticle 428t - 7 % required stable funding factorArticle 428u - 7,5 % required stable funding factorArticle 428v - 10 % required stable funding factorArticle 428w - 12 % required stable funding factorArticle 428x - 15 % required stable funding factorArticle 428y - 20 % required stable funding factorArticle 428z - 25 % required stable funding factorArticle 428aa - 30 % required stable funding factorArticle 428ab - 35 % required stable funding factor Q&AArticle 428ac - 40 % required stable funding factorArticle 428ad - 50 % required stable funding factor Q&AArticle 428ae - 55 % required stable funding factorArticle 428af - 65 % required stable funding factor Q&AArticle 428ag - 85 % required stable funding factor Q&AArticle 428ah - 100 % required stable funding factor Q&A
Article 429 - Calculation of the leverage ratio Q&AArticle 429a - Exposures excluded from the total exposure measure Q&AArticle 429b - Calculation of the exposure value of assets Q&AArticle 429c - Calculation of the exposure value of derivatives Q&AArticle 429d - Additional provisions on the calculation of the exposure value of written credit derivatives Q&AArticle 429e - Counterparty credit risk add-on for securities financing transactions Q&AArticle 429f - Calculation of the exposure value of off-balance-sheet items Q&AArticle 429g - Calculation of the exposure value of regular-way purchases and sales awaiting settlement Q&A
Article 431 - Disclosure requirements and policies Q&AGLArticle 432 - Non-material, proprietary or confidential information Q&AGLArticle 433 - Frequency and scope of disclosures Q&AGLArticle 433a - Disclosures by large institutionsArticle 433b - Disclosures by small and non-complex institutionsArticle 433c - Disclosures by other institutionsArticle 434 - Means of disclosures Q&AGLArticle 434a - Uniform disclosure formats ITSQ&AArticle 434b - Accessibility of information on the European single access point
Article 435 - Disclosure of risk management objectives and policies ITSGLArticle 436 - Disclosure of the scope of application ITSGLArticle 437 - Disclosure of own funds ITSQ&AGLArticle 437a - Disclosure of own funds and eligible liabilities ITSGLArticle 438 - Disclosure of own funds requirements and risk-weighted exposure amounts ITSQ&AGLArticle 439 - Disclosure of exposures to counterparty credit risk ITSGLArticle 440 - Disclosure of countercyclical capital buffers ITSRTSQ&AGLArticle 441 - Disclosure of indicators of global systemic importance ITSGLArticle 442 - Disclosure of exposures to credit risk and dilution risk ITSQ&AGLArticle 443 - Disclosure of encumbered and unencumbered assets ITSRTSGLArticle 444 - Disclosure of the use of the Standardised Approach ITSGLArticle 445 - Disclosure of exposure to market risk ITSGLArticle 446 - Disclosure of operational risk management ITSArticle 447 - Disclosure of key metrics ITSArticle 448 - Disclosure of exposures to interest rate risk on positions not held in the trading book ITSArticle 449 - Disclosure of exposures to securitisation positions ITSArticle 449a - Disclosure of environmental, social and governance risks (ESG risks) ITSQ&AArticle 450 - Disclosure of remuneration policy ITSQ&AGLArticle 451 - Disclosure of the leverage ratio ITSQ&AGLArticle 451a - Disclosure of liquidity requirements ITSQ&A
Article 456 - Delegated acts Q&AGLArticle 457 - Technical adjustments and correctionsArticle 458 - Macroprudential or systemic risk identified at the level of a Member State Q&AArticle 459 - Prudential requirementsArticle 460 - Liquidity DAQ&AArticle 461 - Review of the phasing-in of the liquidity coverage requirementArticle 461a - Alternative standardised approach for market riskArticle 462 - Exercise of the delegationArticle 463 - Objections to regulatory technical standardsArticle 464 - European Banking Committee Q&A
Article 469 - Deductions from Common Equity Tier 1 items Q&AArticle 469a - Derogation from deductions from Common Equity Tier 1 items for non-performing exposures Q&AArticle 470 - Exemption from deduction from Common Equity Tier 1 items Q&AArticle 471 - Exemption from Deduction of Equity Holdings in Insurance Companies from Common Equity Tier 1 Items Q&AGLArticle 472 - Items not deducted from Common Equity Tier 1 Q&AArticle 473 - Introduction of amendments to IAS 19 Q&AArticle 473a - Introduction of IFRS 9 Q&AGL
Article 484 - Eligibility for grandfathering of items that qualified as own funds under national transposition measures for Directive 2006/48/EC Q&AArticle 485 - Eligibility for inclusion in the Common Equity Tier 1 of share premium accounts related to items that qualified as own funds under national transposition measures for Directive 2006/48/EC Q&AArticle 486 - Limits for grandfathering of items within Common Equity Tier 1, Additional Tier 1 and Tier 2 items RTSQ&AArticle 487 - Items excluded from grandfathering in Common Equity Tier 1 or Additional Tier 1 items in other elements of own funds RTSQ&AArticle 488 - Amortisation of items grandfathered as Tier 2 items
Article 493 - Transitional provisions for large exposures Q&AArticle 494 - Transitional provisions concerning the requirement for own funds and eligible liabilitiesArticle 494a - Grandfathering of issuances through special purpose entities Q&AArticle 494b - Grandfathering of own funds instruments and eligible liabilities instruments Q&AArticle 494c - Grandfathering of senior securitisation positionsArticle 495 - Treatment of equity exposures under the IRB Approach RTSQ&AArticle 496 - Own funds requirements for covered bonds [repealed]Article 497 - Own funds requirements for exposures to CCPs IAArticle 498 - Exemption for Commodities dealersArticle 499 - Leverage ITSQ&AArticle 500 - Adjustment for massive disposals Q&AArticle 500a - Temporary treatment of public debt issued in the currency of another Member State Q&AArticle 500b - Temporary exclusion of certain exposures to central banks from the total exposure measure in view of the COVID-19 pandemic Q&AGLArticle 500c - Exclusion of overshootings from the calculation of the back-testing addend in view of the COVID-19 pandemic GLArticle 500d - Temporary calculation of the exposure value of regular-way purchases and sales awaiting settlement in view of the COVID-19 pandemic GLArticle 501 - Adjustment of risk-weighted non-defaulted SME exposures Q&AGLArticle 501a - Adjustment to own funds requirements for credit risk for exposures to entities that operate or finance physical structures or facilities, systems and networks that provide or support essential public services Q&AGLArticle 501b - Derogation from reporting requirements
Article 501c - Prudential treatment of exposures related to environmental and/or social objectives Article 502 - Cyclicality of capital requirementsArticle 503 - Own funds requirements for exposures in the form of covered bondsArticle 504 - Capital instruments subscribed by public authorities in emergency situationsArticle 504a - Holdings of eligible liabilities instrumentsArticle 505 - Review of long-term financingArticle 506 - Credit risk — definition of default Article 506a - CIUs with an underlying portfolio of euro area sovereign bondsArticle 506b - NPE securitisationsArticle 507 - Large exposuresArticle 508 - Level of application Article 509 - Liquidity requirements Q&AArticle 510 - Net Stable Funding RequirementsArticle 511 - Leverage Q&AArticle 512 - Exposures to transferred credit risk Article 513 - Macroprudential rules Article 514 - Method for the calculation of the exposure value of derivative transactionsArticle 515 - Monitoring and evaluationArticle 516 - Long-term financingArticle 517 - Definition of eligible capital Q&AArticle 518 - Review of capital instruments which may be written down or converted at the point of non-viabilityArticle 518a - Review of cross-default provisionsArticle 518b - Report on overshootings and supervisory powers to limit distributionsArticle 519 - Deduction of defined benefit pension fund assets from Common Equity Tier 1 itemsArticle 519a - Reporting and review Article 519b - Own funds requirements for market risk
ANNEX I Q&AANNEX II RTSDAQ&AANNEX III ITSQ&AANNEX IV Q&A