Explore European Union Legislation by Asking a Legal Question
assisted-checkbox
filter-instruction-1
positive-filters
negative-filters
act-filter tabs-all
parameters-title
query
assisted-checkbox: ✅
result-title
total 1
Regulation (EU) No 575/2013 of the European Parliament and of the Council of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012 Text with EEA relevance article 383g CELEX: 02013R0575-20250629 Equity risk factors
1. The buckets for all equity risk factors shall be the buckets referred to in Article 383t. 2. The equity delta risk factors to be applied by institutions to instruments in the CVA portfolio sensitive to equity spot prices shall be the spot prices of all equities mapped to the same bucket referred to in paragraph 1. There shall be one net sensitivity computed for each bucket. 3. The equity vega risk factors to be applied by institutions to instruments in the CVA portfolio sensitive to equity volatility shall be the implied volatilities of all equities mapped to the same bucket referred to in paragraph 1. There shall be one net sensitivity computed for each bucket. |