Updated 20/11/2024
In force

Version from: 09/07/2024
Amendments (2)
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Article 445 - Disclosure of exposure to market risk

Attention! This article will be amended on 01/01/2025. Please consult Regulation 2024/1623 to review the changes that will be made to the article.

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.