Article 445 | CRR | Regulation 575/2013

Article 445 - Regulation 575/2013 (CRR)

Article 445

Disclosure of exposures to market risk under the standardised approach

Institutions that have not been granted permission by competent authorities to use the alternative internal model approach as set out in Article 325az, and that use the simplified standardised approach in accordance with Article 325a or the alternative standardised approach in accordance with Part Three, Title IV, Chapter 1a, shall disclose an overview of their trading book positions.

Institutions calculating their own funds requirements in accordance with Part Three, Title IV, Chapter 1a, shall disclose their total own funds requirements, own funds requirements for the sensitivities-based method, default risk charge and own funds requirements for residual risks. The disclosure of own funds requirements for the measures of the sensitivities-based method and for default risk shall be broken down into the following instruments:

(a)

financial instruments other than securitisation instruments held in the trading book, with a breakdown by risk class, and a separate identification of the own funds requirements for default risk;

(b)

securitisation instruments not held in the ACTP, with a separate identification of the own funds requirements for credit spread risk and of the own funds requirements for default risk;

(c)

securitisation instruments held in the ACTP, with a separate identification of the own funds requirements for credit spread risk and of the own funds requirements for default risk.

PART ONE - GENERAL PROVISIONS (Article 1-24)

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

PART THREE - CAPITAL REQUIREMENTS (Article 92-386)

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)

TITLE I - GENERAL PRINCIPLES (Article 431-434c)

TITLE II - TECHNICAL CRITERIA ON TRANSPARENCY AND DISCLOSURE (Article 435-451b)Article 435 - Disclosure of risk management objectives and policies ITSQ&AGL Article 436 - Disclosure of the scope of application ITSGL Article 437 - Disclosure of own funds ITSQ&AGL Article 437a - Disclosure of own funds and eligible liabilities ITSGL Article 438 - Disclosure of own funds requirements and risk-weighted exposure amounts ITSQ&AGL Article 439 - Disclosure of exposures to counterparty credit risk ITSGL Article 440 - Disclosure of countercyclical capital buffers ITSRTSQ&AGL Article 441 - Disclosure of indicators of global systemic importance ITSGL Article 442 - Disclosure of exposures to credit risk and dilution risk ITSQ&AGL Article 443 - Disclosure of encumbered and unencumbered assets ITSRTSQ&AGL Article 444 - Disclosure of the use of the Standardised Approach ITSQ&AGL Article 445 - Disclosure of exposures to market risk under the standardised approach ITSGL Article 445a - Disclosure of CVA risk ITS Article 446 - Disclosure of operational risk ITS Article 447 - Disclosure of key metrics ITSQ&A Article 448 - Disclosure of exposures to interest rate risk on positions not held in the trading book ITS Article 449 - Disclosure of exposures to securitisation positions ITS Article 449a - Disclosure of environmental, social and governance risks (ESG risks) ITSQ&A Article 449b - Disclosure of aggregate exposure to shadow banking entities Article 450 - Disclosure of remuneration policy ITSQ&AGL Article 451 - Disclosure of the leverage ratio ITSQ&AGL Article 451a - Disclosure of liquidity requirements ITSQ&A Article 451b - Disclosure of crypto-asset exposures and related activities

TITLE III - QUALIFYING REQUIREMENTS FOR THE USE OF PARTICULAR INSTRUMENTS OR METHODOLOGIES (Article 452-455)

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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Article 445 - Regulation 575/2013 (CRR)

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