Article 15 | Implementing Regulation 2021/637

Updated 21/11/2024

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In force

Version from: 08/01/2023

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Article 15 - Disclosure of the use of the standardised approach and of the internal models for market risk

Article 15

Disclosure of the use of the standardised approach and of the internal models for market risk

Institutions shall disclose the information referred to in Article 445 of Regulation (EU) No 575/2013 by using template EU MR1 of Annex XXIX to this Regulation and by following the instructions set out in Annex XXX to this Regulation.

Institutions shall disclose the information referred to in Articles 435, 438 and 455 of Regulation (EU) No 575/2013 as follows:

(a)

the information regarding market risk referred to in Article 435(1), points (a) to (d), of Regulation (EU) No 575/2013 by using table EU MRA of Annex XXIX to this Regulation and by following the instructions set out in Annex XXX to this Regulation;

(b)

the information referred to in Article 455, points (a), (b), (c) and (f), of Regulation (EU) No 575/2013 by using table EU MRB of Annex XXIX to this Regulation and by following the instructions set out in Annex XXX to this Regulation;

(c)

the information referred to in Article 455, point (e), of Regulation (EU) No 575/2013 by using template EU MR2-A of Annex XXIX to this Regulation and by following the instructions set out in Annex XXX to this Regulation;

(d)

the information regarding internal market risk models referred to in Article 438, point (h), of Regulation (EU) No 575/2013 by using template EU MR2-B of Annex XXIX to this Regulation and by following the instructions set out in Annex XXX to this Regulation;

(e)

the information referred to in Article 455, point (d), of Regulation (EU) No 575/2013 by using template EU MR3 of Annex XXIX to this Regulation and by following the instructions set out in Annex XXX to this Regulation;

(f)

the information referred to in Article 455, point (g), of Regulation (EU) No 575/2013 by using template EU MR4 of Annex XXIX to this Regulation and by following the instructions set out in Annex XXX to this Regulation.

Recitals Article 1 - Disclosure of key metrics and overview of risk-weighted exposure amounts Article 2 - Disclosure of risk management objectives and policies Article 3 - Disclosure of the scope of application Article 4 - Disclosure of own funds Article 5 - Disclosure of countercyclical capital buffers Article 6 - Disclosure of the leverage ratio Article 6a - Disclosure of indicators of global systemic importance Article 7 - Disclosure of liquidity requirements Article 8 - Disclosure of exposures to credit risk, dilution risk and credit quality Article 9 - Disclosure of the use of credit risk mitigation techniques Q&A Article 10 - Disclosure of the use of the standardised approach Article 11 - Disclosure of the use of the IRB approach to credit risk Article 12 - Disclosure of specialised lending and equity exposure under the simple risk weight approach Article 13 - Disclosure of exposures to counterparty credit risk Article 14 - Disclosure of exposures to securitisation positions Article 15 - Disclosure of the use of the standardised approach and of the internal models for market risk Article 16 - Disclosure of operational risk Article 16a - Disclosure of exposures to interest rate risk on positions not held in the trading book Article 17 - Disclosure of remuneration policy Q&A Article 18 - Disclosure of encumbered and unencumbered assets Article 18a - Disclosure of environmental, social and governance risks (ESG risks) Q&A Article 19 - General provisions Article 20 - Repeal Article 21 - Entry into force ANNEX I Q&A ANNEX II Q&A ANNEX III ANNEX IV ANNEX V ANNEX VI ANNEX VII ANNEX VIII ANNEX IX ANNEX X ANNEX XI ANNEX XII ANNEX XIII Q&A ANNEX XIV Q&A ANNEX XV Q&A ANNEX XVI Q&A ANNEX XVII ANNEX XVIII ANNEX XIX ANNEX XX ANNEX XXI ANNEX XXII ANNEX XXIII ANNEX XXIV ANNEX XXV ANNEX XXVI ANNEX XXVII ANNEX XXVIII ANNEX XXIX ANNEX XXX ANNEX XXXI ANNEX XXXII ANNEX XXXIII ANNEX XXXIV ANNEX XXXV ANNEX XXXVI ANNEX XXXVII ANNEX XXXVIII ANNEX XXXIX Q&A ANNEX XL Q&A

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Article 15 - Disclosure of the use of the standardised approach and of the internal models for market risk

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