Transitional provisions on the calculation frequency for the alternative internal model approach
1.
Until 31 December 2029, institutions that apply Article 325ba(1) for the calculation of their own funds requirements for market risk may choose to calculate the average values referred to in Article 325ba(1), point (b), over the preceding 12 weeks, instead of over the preceding 60 business days.
2.
Until 31 December 2029, institutions that must comply with the disclosure requirements laid down in Article 455(2), points (a) and (b), may choose to disclose the values referred to in that Article for the preceding 12 weeks, instead of over the preceding 60 business days.