Article 445 Disclosure of Exposure to Market Risk

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Institutions calculating their own funds requirements in accordance with points (b) and (c) of Article 92(3) shall disclose those requirements separately for each risk referred to in those provisions. In addition, own funds requirements for the specific interest rate risk of securitisation positions shall be disclosed separately.

[Note: This rule corresponds to Article 445 of the CRR as it applied immediately before revocation by the Treasury.]