Institutions calculating their own funds requirements in accordance with points (b) and (c) of Article 92(3) shall disclose those requirements separately for each risk referred to in those points. In addition, own funds requirements for the specific interest rate risk of securitisation positions shall be disclosed separately.
Version status: Amended | Document consolidation status: Updated to reflect all known changes
Version date: 28 June 2021 - 31 December 2024