CRR › Article 280
Article 280 Hedging set supervisory factor coefficient
official text, verbatim
For the purpose of calculating the add-on of a hedging set as referred to in Articles 280a to 280f, the hedging set supervisory factor coefficient ‘є’ shall be the following:
| є = | ![]() | 1 for the hedging sets established in accordance with Article 277a(1) |
| 5 for the hedging sets established in accordance with point (a) of Article 277a(2) | ||
| 0,5 for the hedging sets established in accordance with point (b) of Article 277a(2) |
