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Text applicable on 1 Jan 2027Consolidated version of 1 Jan 2027Future dateUnofficial text · authentic on EUR-Lex (opens in a new tab)

CRR Article 495k — as applicable on 1 Jan 2027 (version of 1 Jan 2027)

Article 495k

Transitional provisions on data requirements for the assessment of modellability of new issuances

By way of derogation from Article 1(2) and Article 4 of Delegated Regulation (EU) 2022/2060 and until 31 December 2029, institutions, when assessing the modellability of risk factors in accordance with Article 325be of this Regulation, shall consider that for new risk factors from recently issued or recently created instruments:

(a)

the observation period referred to in Article 1(1) and Article 4 of Delegated Regulation (EU) 2022/2060 begins on the day on which those instruments are issued or traded for the first time in the market;

(b)

the minimum number of verifiable prices which are representative of the risk factor in accordance with that Delegated Regulation are prorated until 12 months after that issuance or after that first trading date.