Article 383h | CRR | Regulation 575/2013

PART ONE - GENERAL PROVISIONS (Article 1-24)

PART TWO - OWN FUNDS AND ELIGIBLE LIABILITIES (Article 25-91)

PART THREE - CAPITAL REQUIREMENTS (Article 92-386)

TITLE I - GENERAL REQUIREMENTS, VALUATION AND REPORTING (Article 92-106)

TITLE II - CAPITAL REQUIREMENTS FOR CREDIT RISK (Article 107-311)

TITLE III - OWN FUNDS REQUIREMENT FOR OPERATIONAL RISK (Article 311a-324)

TITLE IV - OWN FUNDS REQUIREMENTS FOR MARKET RISK (Article 325-377)

TITLE V - OWN FUNDS REQUIREMENTS FOR SETTLEMENT RISK (Article 378-380)

TITLE VI - OWN FUNDS REQUIREMENTS FOR CREDIT VALUATION ADJUSTMENT RISK (Article 381-386)Article 381 - Meaning of credit valuation adjustment Q&A Article 382 - Scope RTSQ&AGL Article 382a - Approaches for calculating the own funds requirements for CVA risk Article 383 - Standardised approach RTSQ&A Article 383a - Regulatory CVA model Article 383b - Own funds requirements for delta and vega risks Article 383c - Interest rate risk factors Article 383d - Foreign exchange risk factors Article 383e - Counterparty credit spread risk factors Article 383f - Reference credit spread risk factors Article 383g - Equity risk factors Article 383h - Commodity risk factors Article 383i - Delta risk sensitivities Article 383j - Vega risk sensitivities Article 383k - Risk weights for interest rate risk Article 383l - Intra-bucket correlations for interest rate risk Article 383m - Correlation across buckets for interest rate risk Article 383n - Risk weights for foreign exchange risk Article 383o - Correlations for foreign exchange risk Article 383p - Risk weights for counterparty credit spread risk Article 383q - Intra-bucket correlations for counterparty credit spread risk Article 383r - Correlations across buckets for counterparty credit spread risk Article 383s - Risk weights for reference credit spread risk Article 383t - Intra-bucket correlations for reference credit spread risk Article 383u - Correlations across buckets for reference credit spread risk Article 383v - Risk weight buckets for equity risk Article 383w - Correlations across buckets for equity risk Article 383x - Risk weight buckets for commodity risk Article 383z - Correlations across buckets for commodity risk Article 384 - Basic approach Q&A Article 385 - Simplified approach Article 386 - Eligible hedges Q&A

PART FOUR - LARGE EXPOSURES (Article 387-403)

PART FIVE - EXPOSURES TO TRANSFERRED CREDIT RISK (Article 404-410)

PART SIX - LIQUIDITY (Article 411-428az)

PART SEVEN - LEVERAGE (Article 429-429g)

PART SEVEN A - REPORTING REQUIREMENTS (Article 430-430c)

PART EIGHT - DISCLOSURE BY INSTITUTIONS (Article 431-455)

PART NINE - DELEGATED AND IMPLEMENTING ACTS (Article 456-464)

PART TEN - TRANSITIONAL PROVISIONS, REPORTS, REVIEWS AND AMENDMENTS (Article 465-520)

PART ELEVEN - FINAL PROVISIONS (Article 521)

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Level 2 legal acts

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Article 383h - Regulation 575/2013 (CRR)

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