Regulatory Alerts2026-05-29
Added · Updated
Good practices on market risk capital charge calculation and related risk management
The regulator issued this document on 29 May 2026 to establish good practices for calculating market risk capital charges and managing related risks for all authorized institutions. The guidance serves as a current standard for capital adequacy, superseding previous model recognition frameworks and aligning with revised market risk standards. It provides essential operational directives to ensure consistent and robust risk management practices across the financial sector.
CIR
Current
Issue Date:
29 May 2026
20260529-9-EN.pdf (198.5 KB)
Topic:
Capital Adequacy - Market Risk
Group:
All Authorized Institutions
Directly related Document
Cross referenced Document
Version History
Superseded Document
Directly related Document
Annex
Current
29 May 2026
Annex - Good practices on market risk capital charge calculation and related risk management
Annex
Current
29 May 2026
Annex - Good practices on market risk capital charge calculation and related risk management
Cross referenced Document
Version History
Superseded Document
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