Revision of the CRR - Capital requirements Trading Book and Market Risk

Official name

Type

Regulation

Level 1

Initiator

EU

Submitted

Doc. code

Summary

Status

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Current version

Next step

Entry into force

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Application date

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Scope

Relevant for

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Level 1

Revision of the CRR (CRR2) - General Part (binding, Amendment, EU)

Level 2

PDs and LGDs for default risk model under the internal approach for market risk (FRTB) (binding, Supplement, EU)

RTS on residual risk add-on (RRAO) (binding, Supplement, EU)

List of advanced economies to determine equity risk under FRTB-SA (binding, Supplement, EU)

Level 3 / Other

Criteria for the use of data inputs in the expected shortfall risk measure (binding, EU)