Commission Implementing Regulation (EU) 2021/453 of 15 March 2021 laying down imp... (32021R0453)
Commission Implementing Regulation (EU) 2021/453 of 15 March 2021 laying down implementing technical standards for the application of Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to the specific reporting requirements for market risk (Text with EEA relevance)
- COMMISSION IMPLEMENTING REGULATION (EU) 2021/453
- of 15 March 2021
- laying down implementing technical standards for the application of Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to the specific reporting requirements for market risk
- (Text with EEA relevance)
- Article 1
- Reference dates and reporting dates
- Article 2
- Reporting on thresholds set out in Articles 94(1) and 325a(1) of Regulation (EU) No 575/2013
- Article 3
- Reporting on the alternative standardised approach
- Article 4
- Data exchange formats and information associated with submissions
- Article 5
- Entry into force and date of application
- ANNEX I
- SPECIFIC REPORTING REQUIREMENTS FOR MARKET RISK
- ANNEX II
- INSTRUCTIONS FOR FILLING IN THE TEMPLATES IN ANNEX I ON SPECIFIC REPORTING REQUIREMENTS FOR MARKET RISK
- PART I: GENERAL INSTRUCTIONS
- 1. Structure and conventions
- 1.1. Structure
- 1.2. Numbering convention
- 1.3. Sign convention
- 1.4. Abbreviations
- PART II: TEMPLATE RELATED INSTRUCTIONS
- 1. C 90.00 – Trading book and market risk thresholds
- 1.1. General remarks
- 1.2. Instructions concerning specific positions
- 2. C 91.00 – Market Risk: Alternative Standardised Approach Summary (MKR ASA SUM)
- 2.1. General Remarks
- 2.2. Instructions concerning specific positions
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