Article 445

Capital Requirements Regulation (CRR) > PART EIGHT > TITLE II > Article 445
Article 445
Exposure to market risk
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The institutions calculating their own funds requirements in accordance with points (b) and (c) of Article 92(3) shall disclose those requirements separately for each risk referred to in those provisions. In addition, the own funds requirement for specific interest rate risk of securitisation positions shall be disclosed separately.