Sub-Section 1 Specific risk

1. Overview

Summary	Regulation
Article 335 Cap on the own funds requirement for a net position	Article 335 Cap on the own funds requirement for a net position The institution may cap the own funds requirement for specific risk of a net position in a debt instrument at the maximum possible default-risk related loss. For a short position, that limit may be calculated as a change in value due to the instrument or, where relevant, the underlying names immediately becoming default risk-free.
Article 336 Own funds requirement for non-securitisation debt instruments
Article 337 Own funds requirement for securitisation instruments
Article 338 Own funds requirement for the correlation trading portfolio

Requirements
Source	Requirement

Standards
Source	Requirement

Builddate: 01.01.2027 00:00:00 -Doknr: CELEX:32013R0575
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