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EU CRR3 Capital Requirements Regulation 2024/1623 - Basel IV / Output Floor 72.5%

Regulation (EU) 2024/1623 (CRR3) implements the Basel IV reforms in the EU. It introduces a 72.5% output floor limiting the benefit of internal models for…

What EU CRR3 Capital Requirements Regulation 2024/1623 - Basel IV / Output Floor 72.5% requires

Regulation (EU) 2024/1623 (CRR3) implements the Basel IV reforms in the EU. It introduces a 72.5% output floor limiting the benefit of internal models for capital calculation, revises standardised approaches for credit, market, and operational risk, replaces the Advanced Measurement Approach for OpRisk with the Standardised Measurement Approach, and implements FRTB market risk rules. Phase-in of the output floor runs from January 2025 to January 2030.

Pillar: Banking & Global Finance · Authority: European Parliament and Council of the European Union · Version: 1.0.1 · Last updated:

Primary source: https://eur-lex.europa.eu/legal-content/EN/TXT/?uri=CELEX%3A32024R1623

SHA-256 integrity: 3b74acc9a381192192d0948e7d35e1afea4ee3be8baf59f23a158e271d6a0a32

Primary Citations — 6 traced to source

  • {"title":"Regulation (EU) 2024/1623 of the European Parliament and of the Council amending Regulation (EU) 575/2013 (CRR3)","url":"https://eur-lex.europa.eu/legal-content/EN/TXT/?uri=CELEX%3A32024R1623","section":"Arts 107-191 (SA-CR), 314-377 (FRTB, OpRisk), 381-397 (CVA), 465 (output floor)"}
  • {"title":"Directive (EU) 2024/1619 amending Directive 2013/36/EU (CRD VI)","url":"https://eur-lex.europa.eu/legal-content/EN/TXT/?uri=CELEX%3A32024L1619","section":"SREP, combined buffer requirements, third-country branch authorisation"}

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