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 325ao

Article 325ao Correlations across buckets for credit spread risk for securitisations not included in the ACTP

official text, verbatim

The correlation parameter γb c shall apply to the aggregation of sensitivities between different buckets and shall be set at 0 %.

The own funds requirement for bucket 25 shall be added to the overall risk class level capital, with no diversification or hedging effects recognised with any other bucket.

ARTICLE

CRR art 325ao Correlations across buckets for credit spread risk for securitisations not included in the ACTP

reg/2013/575/art_325ao

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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.