EBA · 2016_2648 Rejected question

Capital requirement regard to own debt instruments.

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
327, para. 1
Topic
Market risk
Submitted by
Other
Submitted
2016-02-29

Question

Should institutions encounter own debt instruments in calculating own funds requirements for position risk?

Background

According to CRR Article 327 (Netting), "Institutions' holdings of their own debt instruments shall be disregarded in calculating specific risk capital requirements under Article 336 ". However, there is no treatment described regard to general risk.
No answer published yet.

Original source: European Banking Authority, Q&A ID 2016_2648

This Q&A is published by European Banking Authority and is non-binding. It does not constitute legal advice. Updated weekly from official ESA sources.

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