Subsection 1 Delta risk weights and correlationsF1
United Kingdom Repealed
- 325aeRisk weights for general interest rate risk
- 325afIntra bucket correlations for general interest rate risk
- 325agCorrelations across buckets for general interest rate risk
- 325ahRisk weights for credit spread risk for non-securitisations
- 325aiIntra-bucket correlations for credit spread risk for non-securitisations
- 325ajCorrelations across buckets for credit spread risk for non-securitisations
- 325akRisk weights for credit spread risk for securitisations included in the ACTP
- 325alCorrelations for credit spread risk for securitisations included in the ACTP
- 325amRisk weights for credit spread risk for securitisations not included in the ACTP
- 325anIntra-bucket correlations for credit spread risk for securitisations not included in the ACTP
- 325aoCorrelations across buckets for credit spread risk for securitisations not included in the ACTP
- 325apRisk weights for equity risk
- 325aqIntra-bucket correlations for equity risk
- 325arCorrelations across buckets for equity risk
- 325asRisk weights for commodity risk
- 325atIntra-bucket correlations for commodity risk
- 325auCorrelations across buckets for commodity risk
- 325avRisk weights for foreign exchange risk
- 325awCorrelations for foreign exchange risk
Annotations
Textual amendments
Notes on the whole EU Regulation
Textual amendments
- F1
Regulation revoked (1.1.2024 for the revocation of Art. 92b, 1.1.2026 for the revocation of Arts. 6(1a), 11(3a), 12a, 18(1) (in part), 25-35, 37-47, 47a(1)(2), 47c-79a, 81(1)(a)(i)-(iic)(b)(c)(2), 82(a)(i)-(iic)(b)(c), 83-91, 92a, 466, 468, 469a, 471, 473-474, 476, 479, 480, 482-491, 494-494b, otherwise prosp.) by Financial Services and Markets Act 2023 (c. 29), s. 86(3), Sch. 1 Pt. 1 (with s. 1(4)); S.I. 2023/779, reg. 5(b)(i); S.I. 2025/873, reg. 4(b) (with regs. 6, 7) (as amended by S.I. 2025/1293, reg. 2)