EBA · 2022_6347 Rejected question

Instruments contemplated by Article 104(2)(i)

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
104, para. 2
Topic
Market risk
Submitted by
Individual
Submitted
2022-01-27
Browse ECB SSM Register → More Q&As on this regulation →

Question

Pursuant to Art 104(2)(i) CRR, what is meant by 'options, or other derivatives, embedded in the own liabilities of the institution or from other instruments in the non-trading book that relate to credit or equity risk'. Does that mean capital instruments with embedded optionality like hybrids?   Kindest, Scott

Background

The CRR3 amendment has included the additional requirements under Art 104.
No answer published yet.

Original source: European Banking Authority, Q&A ID 2022_6347

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.

Similar Q&As

Solvency Capital Requirement (SCR)

Answered 2023-05-04

Transactions in the banking book where no strike is available

Answered 2022-04-01

Short positions in financial institution capital instruments

Answered 2015-02-20

Exposures in the form of covered bonds

Answered 2019-03-29

Solvency Capital Requirement (SCR)

Answered 2025-02-13

More Q&As on this topic

Application of Article 207(2) of the CRR to financial collateral under the counterparty credit risk framework

Answered 2026-05-29

SPV repack transactions

Answered 2026-05-29

Exclusion of back-to-back positions from RRAO

Answered 2025-10-31

Sources for external classification that is commonly used in the market for grouping issuers by sector, for the purpose of CRR Article 325ah.

Answered 2025-10-17

Multilateral development banks classification for the purpose of article 325ah

Answered 2025-06-27

📋 Track EU financial regulation continuously

Forseti monitors EU financial regulation and delivers personalised alerts anchored to verified official sources.

Start free trial → Learn more

14-day free trial. No credit card required.