Date-stamp loading
Version status: Amended | Document consolidation status: Updated to reflect all known changes
Version date: 9 July 2024 - onwards
  Version 3 of 3    

Article 78 Supervisory benchmarking of approaches for calculating own funds requirements

1. Competent authorities shall ensure all of the following:

(a) that institutions permitted to use internal approaches for the calculation of risk-weighted exposure amounts or own funds requirements report the results of their calculations for their exposures or positions that are included in the benchmark portfolios;

(b) that institutions using the alternative standardised approach set out in Part Three, Title IV, Chapter 1a, of Regulation (EU) No 575/2013 report the results of their calculations for their exposures or positions that are included in the benchmark portfolios, provided that the size of the institutions' on- and off-balance-sheet business that is subject to market risk is equal to or greater than EUR 500 million in accordance with Article 325a(1), point (b), of that Regulation;

(c) that institutions permitted to use internal approaches under Part Three, Title II, Chapter 3, of Regulation (EU) No 575/2013, as well as relevant institutions that apply the standardised appro

Comparing proposed amendment...