CRR III / AT1 Capital Instruments Framework

Effective: 2025-01-01

Sectors

Banking & Finance

Articles (170)

Article 384 — Basic approachArticle 385 — Simplified approachArticle 386 — Eligible hedgesArticle 433 — Frequency and scope of disclosuresArticle 433b — Disclosures by small and non-complex institutionsArticle 434 — Means of disclosuresArticle 434c — Report on the feasibility of the use of information reported by institutions other than small and non-complex institutions to publish an extended set of disclosures on the EBA website Article 445 — Disclosure of exposures to market risk under the standardised approachArticle 445a — Disclosure of CVA riskArticle 446 — Disclosure of operational riskArticle 449a — Disclosure of environmental, social and governance risks (ESG risks)Article 449b — Disclosure of aggregate exposure to shadow banking entitiesArticle 451b — Disclosure of crypto-asset exposures and related activitiesArticle 455 — Use of internal models for market riskArticle 461a — Own funds requirements for market riskArticle 465 — Transitional arrangements for the output floorArticle 494d — Reversion to less sophisticated approachesArticle 495 — Treatment of equity exposures under the IRB ApproachArticle 495a — Transitional arrangements for equity exposuresArticle 495b — Transitional arrangements for specialised lending exposuresArticle 495c — Transitional arrangements for leasing exposures as a credit risk mitigation techniqueArticle 495d — Transitional arrangements for unconditional cancellable commitmentsArticle 495e — Transitional arrangements for ECAI credit assessments of institutionsArticle 495f — Transitional arrangements for property revaluation requirementsArticle 495g — Transitional arrangements for certain public guarantees schemesArticle 495h — Transitional arrangements for the use of the alternative internal model approach for market riskArticle 500c — Exclusion of overshootings from the calculation of the back-testing addend in view of the COVID-19 pandemicArticle 501c — Prudential treatment of exposures to environmental or social factorsArticle 501d — Transitional provisions on the prudential treatment of crypto-assetsArticle 505 — Review of agricultural financingArticle 506 — Credit risk — credit insuranceArticle 506c — Credit risk — interaction between Common Equity Tier 1 capital reductions and credit risk parametersArticle 506d — Prudential treatment of securitisationArticle 506e — Recognition of capped or floored unfunded credit protectionArticle 506f — Prudential treatment of securities financing transactionsArticle 518c — Review of the framework for prudential requirementsArticle 519d — Minimum haircut floor framework for securities financing transactionsArticle 1 — Amendments to Directive 2013/36/EUArticle 519 e — Operational riskArticle 4a — Supervisory independence of competent authoritiesArticle 519f — ProportionalityArticle 21c — Requirement to establish a branch for the provision of banking services by third-country undertakingsArticle 2 — Entry into force and applicationArticle 27a — Notification and assessment of the acquisitionArticle 27b — Assessment criteriaArticle 27c — Cooperation between competent authoritiesArticle 27d — Notification of divestitureArticle 27e — Information obligations and penaltiesArticle 27f — Notification of material transfers of assets and liabilitiesArticle 27g — Information obligations and penaltiesArticle 27h — Scope and definitionsArticle 27i — Notification and assessment of the merger or divisionArticle 27j — Assessment criteriaArticle 27k — Cooperation between competent authoritiesArticle 27l — Information obligations and penaltiesArticle 47 — Scope and definitionsArticle 48 — Prohibition of discriminationArticle 48a — Classification of third-country branchesArticle 48b — Conditions for qualifying third-country branchesArticle 48c — Minimum conditions for the authorisation of third-country branchesArticle 48d — Conditions for the refusal or withdrawal of a third-country branch’s authorisationArticle 48e — Capital endowment requirementArticle 48f — Liquidity requirementsArticle 48g — Internal governance and risk managementArticle 48h — Booking requirementsArticle 48i — Power to require the establishment of a subsidiaryArticle 48j — Assessment of systemic importance and requirements on third-country branches which have systemic importanceArticle 48k — Regulatory and financial information on third-country branches and on the head undertakingArticle 48l — Standard forms and templates and frequency of reportingArticle 48m — Supervision of third-country branches and supervisory examination programmeArticle 48n — Supervisory review and evaluation processArticle 48o — Supervisory measures and powersArticle 48p — Cooperation between competent authorities and colleges of supervisorsArticle 48q — Notification to EBAArticle 48r — Cooperation with supervisory authorities of third countries regarding supervision on a consolidated basisArticle 65 — Administrative penalties, periodic penalty payments and other administrative measuresArticle 66 — Administrative penalties, periodic penalty payments and other administrative measures for breaches of authorisation requirements and requirements for acquisitions or divestiture of material holdings, material transfers of assets and liabilities, mergers or divisions Article 70 — Effective application of administrative penalties and other administrative measures, and exercise of powers to impose penalties by competent authoritiesArticle 81 — Concentration riskArticle 87a — Environmental, social and governance risksArticle 91 — Management body and suitability assessmentArticle 91a — Key function holders and suitability assessmentArticle 110a — Scope of application to investment firm groupsArticle 121 — Qualification of members of the management bodyArticle 2 — TranspositionArticle 3 — Entry into force and applicationArticle 4 — AddresseesArticle 1 — Amendments to Regulation (EU) No 575/2013Article 5a — Definitions specific to crypto-assetsArticle 10a — Application of prudential requirements on a consolidated basis where investment firms are parent undertakingsArticle 22 — Sub-consolidation in the case of entities in third countriesArticle 34 — Additional value adjustmentsArticle 74 — Holdings of capital instruments issued by regulated financial sector entities that do not qualify as regulatory capitalArticle 88b — Undertakings in third countriesArticle 104 — Inclusion in the trading bookArticle 104c — Treatment of foreign exchange risk hedges of capital ratiosArticle 108 — Use of credit risk mitigation techniques under the Standardised Approach and the IRB Approach for credit risk and dilution riskArticle 110a — Monitoring of contractual arrangements that are not commitmentsArticle 111 — Exposure valueArticle 121 — Exposures to unrated institutionsArticle 122a — Specialised lending exposuresArticle 123 — Retail exposuresArticle 123a — Exposures with a currency mismatchArticle 124 — Exposures secured by mortgages on immovable propertyArticle 125 — Exposures secured by mortgages on residential propertyArticle 126 — Exposures secured by mortgages on commercial immovable propertyArticle 126a — Land acquisition, development and construction exposuresArticle 128 — Subordinated debt exposuresArticle 133 — Equity exposuresArticle 141 — Domestic and foreign currency itemsArticle 159 — Treatment of expected loss amounts, IRB shortfall and IRB excessArticle 159a — Non-application of PD, LGD and CCF input floorsArticle 219 — On-balance-sheet nettingArticle 226 — Scaling up of volatility adjustment under the Financial Collateral Comprehensive MethodArticle 228 — Calculating risk-weighted exposure amounts under the Financial Collateral Comprehensive method for exposures treated under the Standardised ApproachArticle 230 — Calculating risk-weighted exposure amounts and expected loss amounts for an exposure with an eligible funded credit protection under the IRB ApproachArticle 231 — Calculating risk-weighted exposure amounts and expected loss amounts in the case of pools of eligible funded credit protection for an exposure treated under the IRB ApproachArticle 235a — Calculating risk-weighted exposure amounts and expected loss amounts under the substitution approach where the guaranteed exposure is treated under the IRB Approach and a comparable direct exposure to the protection provider is treated under the Standardised Approach Article 236 — Calculating risk-weighted exposure amounts and expected loss amounts under the substitution approach where the guaranteed exposure is treated under the IRB Approach without the use of own estimates of LGD and a comparable direct exposure to the protection provider is treated under the IRB Approach Article 236a — Calculating risk-weighted exposure amounts and expected loss amounts under the substitution approach where the guaranteed exposure is treated under the IRB Approach using own estimates of LGD and a comparable direct exposure to the protection provider is treated under the IRB Approach Article 311a — DefinitionsArticle 312 — Own funds requirement for operational riskArticle 313 — Business indicator componentArticle 314 — Business indicatorArticle 315 — Adjustments to the business indicatorArticle 316 — Calculation of the annual operational risk lossArticle 317 — Loss data setArticle 318 — Calculation of net loss and gross lossArticle 319 — Loss data thresholdsArticle 320 — Exclusion of lossesArticle 321 — Inclusion of losses from merged or acquired entities or activitiesArticle 322 — Comprehensiveness, accuracy and quality of the loss dataArticle 323 — Operational risk management frameworkArticle 338 — Own funds requirement for the correlation trading portfolioArticle 351 — De minimis and weighting for foreign exchange riskArticle 382a — Approaches for calculating the own funds requirements for CVA riskArticle 383 — Standardised approachArticle 383a — Regulatory CVA modelArticle 383b — Own funds requirements for delta and vega risksArticle 383c — Interest rate risk factorsArticle 383d — Foreign exchange risk factorsArticle 383e — Counterparty credit spread risk factorsArticle 383f — Reference credit spread risk factorsArticle 383g — Equity risk factorsArticle 383h — Commodity risk factorsArticle 383i — Delta risk sensitivitiesArticle 383j — Vega risk sensitivitiesArticle 383k — Risk weights for interest rate riskArticle 383l — Intra-bucket correlations for interest rate riskArticle 383m — Correlation across buckets for interest rate riskArticle 383n — Risk weights for foreign exchange riskArticle 383o — Correlations for foreign exchange riskArticle 383p — Risk weights for counterparty credit spread riskArticle 383q — Intra-bucket correlations for counterparty credit spread riskArticle 383r — Correlations across buckets for counterparty credit spread riskArticle 383s — Risk weights for reference credit spread riskArticle 383t — Intra-bucket correlations for reference credit spread riskArticle 383u — Correlations across buckets for reference credit spread riskArticle 383v — Risk weight buckets for equity riskArticle 383w — Correlations across buckets for equity riskArticle 383x — Risk weight buckets for commodity riskArticle 383z — Correlations across buckets for commodity riskCET1 Instruments — Eligibility CriteriaAT1 Instruments — Eligibility Criteria and Write-Down/Conversion TriggersAT1 Instruments — General RequirementsInternal MREL — Eligibility and Subordination for Subsidiary InstrumentsPrior Permission to Reduce Own Funds — AT1 Call and BuybackCapital Conservation Buffer — Distribution RestrictionsSignificant Risk Transfer — SRT Eligibility for Capital ReliefBasel IV Output Floor — Phased Implementation 2025-2030