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 325al

Article 325al Correlations for credit spread risk for securitisations included in the ACTP

official text, verbatim

The delta risk correlation ρk l shall be derived in accordance with Article 325ai, except that, for the purposes of this paragraph, ρk l (basis) shall be equal to 1 where the two sensitivities are related to the same curves, otherwise it shall be equal to 99,00 %.

The correlation γb c shall be derived in accordance with Article 325aj.

ARTICLE

CRR art 325al Correlations for credit spread risk for securitisations included in the ACTP

reg/2013/575/art_325al

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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.