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Banking Rule Book
Text applicable on 9 Jan 2024Consolidated version of 9 Jan 2024Earlier versionUpcoming changefrom 9 Jul 2024Unofficial text · authentic on EUR-Lex (opens in a new tab)

CRR Article 280 — as applicable on 9 Jan 2024 (version of 9 Jan 2024)

Article 280(2) was not found in this version; showing Article 280.

Upcoming changeThis provision is amended or removed from 9 Jul 2024.View that version

Article 280

Hedging set supervisory factor coefficient

Amendment details· last amended 27 Jun 2020
Versions of this provision:28 Jun 201318 Jan 201519 Jul 201625 Dec 201927 Jun 202029 Jun 20219 Jul 2024

Last amended 27 Jun 2020 by Regulation (EU) 2020/873 of 24 June 2020 and/or Regulation (EU) 2019/876 of 20 May 2019.

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For the purpose of calculating the add-on of a hedging set as referred to in Articles 280a to 280f, the hedging set supervisory factor coefficient ‘є’ shall be the following:

є =

1 for the hedging sets established in accordance with Article 277a(1)

5 for the hedging sets established in accordance with point (a) of Article 277a(2)

0,5 for the hedging sets established in accordance with point (b) of Article 277a(2)