1. European
  2. Legislation (EU)
  3. EU Regulations
  4. 2019
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  1. Regulation (EU) 2019/2033 of the European Parliament and of the Council of 27 November 2019 on the prudential requirements of investment firms and amending Regulations (EU) No 1093/2010, (EU) No 575/2013, (EU) No 600/2014 and (EU) No 806/2014 (IFR) (Text with EEA relevance)
  2. Part Three Capital requirements (arts. 11-34)
  3. Title II K-Factor requirement (arts. 15-34)
  4. Chapter 4 RtF K-factors (arts. 24-33)
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Chapter 4 RtF K-factors (arts. 24-33)

Comparing proposed amendment...
Applicable
 Article 24 RtF K-factor requirement
Section 1 Trading counter party default (arts. 25-32)
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 Article 25 Scope
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 Article 26 Calculating K-TCD
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 Article 27 Calculation of exposure value
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 Article 28 Replacement cost (RC)
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 Article 29 Potential future exposure
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 Article 30 Collateral
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 Article 31 Netting
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 Article 32 Credit valuation adjustment
Section 2 Daily trading flow (art. 33)
Applicable
 Article 33 Measuring DTF for the purpose of calculating K-DTF
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