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Capital Requirements Regulation (CRR)
Article 280

Article 280 — Hedging set supervisory factor coefficient

For the purpose of calculating the add-on of a hedging set as referred to in Articles 280a to 280f, the hedging set supervisory factor coefficient є shall be the following:

є = 1 for the hedging sets established in accordance with Article 277a(1)
5 for the hedging sets established in accordance with point (a) of Article 277a(2)
0,5 for the hedging sets established in accordance with point (b) of Article 277a(2)