Article 18 | Delegated Regulation 2024/857

CHAPTER I - GENERAL PROVISIONS (Article 1-4)

CHAPTER II - STANDARDISED METHODOLOGY FOR EVALUATING THE RISKS FOR THE ECONOMIC VALUE OF EQUITY OF AN INSTITUTION’S NON-TRADING BOOK ACTIVITIES (Article 5-13)

CHAPTER III - STANDARDISED METHODOLOGY FOR EVALUATING THE RISKS FOR THE NET INTEREST INCOME OF AN INSTITUTION’S NON-TRADING BOOK ACTIVITIES (Article 14-16)

CHAPTER IV - CALCULATION OF THE STANDARDISED ECONOMIC VALUE OF EQUITY RISK MEASURE (Article 17)

CHAPTER V - CALCULATION OF THE STANDARDISED NET INTEREST INCOME RISK MEASURE (Article 18-24)Article 18 - Time horizon Article 19 - Calculation of the contribution of the projected risk-free interest rate on the reinvestment or refinancing of notional repricing cash flows Article 20 - Calculation of the contribution of the projected commercial margin on the reinvestment or refinancing of notional repricing cash flows Article 21 - Calculation of interest payments or part of interest payments that occur up to and including their reset date Article 22 - Market value changes for instruments held at fair value maturing beyond the net interest income time horizon Article 23 - Net interest income add-on for basis risk Article 24 - Calculation of the net interest income and changes in the net interest income

CHAPTER VI - SIMPLIFIED STANDARDISED METHODOLOGY FOR THE CALCULATION OF THE ECONOMIC VALUE OF EQUITY AND THE NET INTEREST INCOME (Article 25-26)

CHAPTER VII - FINAL PROVISION (Article 27)

ANNEX

Metadata

Related documents

Article 18 - Delegated Regulation 2024/857

Table of contents