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 338

Article 338 Own funds requirement for the correlation trading portfolio

official text, verbatim

For the purposes of this Article, an institution shall determine its correlation trading portfolio in accordance with Article 325(6), (7) and (8).

An institution shall determine the larger of the following amounts as the specific risk own funds requirement for the correlation trading portfolio:

2(a)

the total specific risk own funds requirement that would apply just to the net long positions of the correlation trading portfolio;

2(b)

the total specific risk own funds requirement that would apply just to the net short positions of the correlation trading portfolio.

ARTICLE

CRR art 338 Own funds requirement for the correlation trading portfolio

reg/2013/575/art_338

Where it's used—

No row or column of the FINREP templates of this release cites this text.

Controls—

No cell is governed by this text through the template references.

Interpretation—

No EBA Q&A on FINREP is filed under this article. References to it inside the Q&A text are not extracted yet.

Links—

References inside the text (to other articles, other acts, defined terms) are not extracted yet: they will appear here when they are in the data.

Changes—

No amending act is listed for this text in the source.

Only this version is loaded: changes appear when another version is added.

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.