OpenLegislation

Division 24 F1

United Kingdom

Original text. Later amendments are not shown.

Template LR2 provides information on additional breakdown items of all on- and off-balance sheet exposures f1 belonging to the non-trading book and of all exposures of the trading book subject to counterparty credit risk. The breakdown is in accordance with the risk weights applied under the credit risk section of the CRR. The information is derived differently for exposures under respectively the Standardised and the IRB Approach.

Annotations

Textual amendments

F1

Substituted by Commission Implementing Regulation (EU) 2018/1627 of 9 October 2018 amending Implementing Regulation (EU) No 680/2014 as regards prudent valuation for supervisory reporting (Text with EEA relevance).

Footnotes

f1

This includes securitisations and equity exposures subject to credit risk