categories (level 1)

Regulation (EU) 575/2013 , Article 325u and RTS on Residual Risk Add-on (Regulation (EU) 2022/2328) – comprises the broad categories of risks arising from instruments with exotic underlying and residual risk of instruments bearing other residual risks

Residual risk Relevant legal references for capital treatment > Post-FRTB – Alternative Standardised Approach Regulation (EU) 575/2013, Part Three, Title IV, Chapter 1a, Section 4 – Article 325u

Market risk: Model Regulation (EU) 575/2013, Article 4(1), point (52b)

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

• EBA -

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