Article 224 Description Supervisory volatility adjustment under the Financial Collateral Comprehensive Method Links Question & Answers Source EUR-Lex Question & Answers Paragraph 1 Links 2014_1545 Calculation of volatility adjustments where liquidation period not given in CRR tables 2020_5211 Use of the “maturity of the tranche” (MT) as defined in Article 257 CRR as the “residual maturity” for purposes of the volatility adjustments for securitisation positions under Table 1 of Article 224(1) CRR.
