New Commission Implementing Regulation (EU) 2023/2056 providing a revised list of stock indices that are considered to only pose general risk for an institution for purposes of calculating own funds requirements in relation to equity risk under the Capital Requirements Regulation (CRR) was published in the Official Journal (OJ) of the EU.
Specifically, the new implementing regulation replaces Annex I of Commission Implementing Regulation (EU) No 945/2014 on same issue.
The new list thus contains all stock indices that are considered appropriately diversified and whose specific risks can therefore be ignored for purposes of calculating the capital requirements for equity risk in accordance with standardized risk calculations under the CRR.
Other Features
banks
benchmark
Derivatives
equity funds
ETF
index funds
own funds
risk
risk diversification
standard
Date Published: 2023-09-27
Date Taking Effect: 2023-10-17
Regulatory Framework: Capital Requirements Regulation (CRR)
Regulatory Type: regulation
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