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Capital Requirements Regulation (CRR)
Article 445

Article 445 - Disclosure of exposure to market risk

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Article 445

Disclosure of exposure to market risk

Institutions calculating their own funds requirements in accordance with points (b) and (c) of Article 92(3) shall disclose those requirements separately for each risk referred to in those points. In addition, own funds requirements for the specific interest rate risk of securitisation positions shall be disclosed separately.