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FINREP 4.4validation

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Annex V text editions

What's new FINREP 4.2.1 → 4.4

A release is the EBA package of templates and rules. A variant is an alternative set of templates inside a release (IFRS 18 replaces some IAS 1 templates). Annex V editions are versions of the instruction text.

CRR — Regulation (EU) No 575/2013 on prudential requirements for credit institutions (Capital Requirements Regulation) · version 2026-06-26 · CELEX 32013R0575 · consolidated text, no legal effect (EUR-Lex)

CRR › Article 280f

Article 280f Other risks category add-on

official text, verbatim

1

For the purposes of Article 278, institutions shall calculate the other risks category add-on for a given netting set as follows:

formula (image in the official text)

where:

AddOnOther=the other risks category add-on;
єj=the index that denotes the other risk hedging sets established in accordance with point (f) of Article 277a(1) and Article 277a(2) for the netting set; and
formula (image in the official text)=the other risks category add-on for hedging set j calculated in accordance with paragraph 2.
2

Institutions shall calculate the other risks category add-on for hedging set j as follows:

formula (image in the official text)

where:

formula (image in the official text)=the other risks category add-on for hedging set j;
єj=the hedging set supervisory factor coefficient of hedging set j determined in accordance with Article 280; and
SFOther=the supervisory factor for the other risk category with a value equal to 8 %;
formula (image in the official text)=the effective notional amount of hedging set j calculated as follows: formula (image in the official text) where: l = the index that denotes the risk position.