EBA · 2026_7821 Rejected question

incoherent formulae

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
v90322_m
Topic
Operational risk
Submitted by
Credit institution
Submitted
2026-04-09

Question

The formula of control v90322_m seems not relevant.

Background

The control formula is set out in Article 314 of Regulation (EU) 2024/1623 regarding the requirements for credit risk, credit valuation adjustment risk, operational risk and market risk as well as the capital floor. The original formula: min({tC_16.02, r0010, c0070}, (0.0225 * {tC_16.02, r0110, c0070}, {tC_16.02, r0200, c0070}) does not comply with the article.
No answer published yet.

Original source: European Banking Authority, Q&A ID 2026_7821

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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