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Capital Requirements Regulation (CRR)
Article 280

Article 280 - Hedging set supervisory factor coefficient

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In force
Selected consolidated version from
30/09/2021
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Article 280

Hedging set supervisory factor coefficient

For the purpose of calculating the add-on of a hedging set as referred to in Articles 280a to 280f, the hedging set supervisory factor coefficient ‘є’ shall be the following:



є =

left accolade

1 for the hedging sets established in accordance with Article 277a(1)

5 for the hedging sets established in accordance with point (a) of Article 277a(2)

0,5 for the hedging sets established in accordance with point (b) of Article 277a(2)

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