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 325ag

Article 325ag Correlations across buckets for general interest rate risk

official text, verbatim

The parameter γbc = 50 % shall be used to aggregate risk factors belonging to different buckets.

The parameter γbc = 80 % shall be used to aggregate an interest rate risk factor based on a currency as referred to in Article 325av(3) and an interest rate risk factor based on the euro.

ARTICLE

CRR art 325ag Correlations across buckets for general interest rate risk

reg/2013/575/art_325ag

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Text: official, verbatim. Uses and counts are derived from Annex I references and the DPM 2.0 database of the release shown above. Version 2026-06-26. Source: 02013R0575 — EN — 26.06.2026 — 021.001.