Article 7
Definition of small and large market capitalisation
1. For the purposes of the equity price and volatility sub-category of the broad category of equity risk factor of Table 2 of Article 325bd of Regulation (EU) No 575/2013, an equity with large market capitalisation shall meet at least one of the following conditions:
(a) |
the market capitalisation of the equity is greater than EUR 1,75 billion; |
(b) |
the equity is included in one of the main indices set out in Annex I of Implementing Regulation (EU) 2016/1646 the components of which are all quoted in the Union. |
2. All other equities than those referred to in paragraph 1 shall be considered as equities with small market capitalisation.