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Most liquid currencies sub-category
The currencies that constitute the most liquid currencies sub-category of the broad category of the interest rate risk factor of Table 2 of Article 325bd of Regulation (EU) No 575/2013 shall be those listed in Annex I to this Regulation.
Most liquid currency pairs sub-category
The currency pairs that constitute the most liquid currency pairs sub-category of the broad category of the foreign exchange risk factor of Table 2 of Article 325bd of Regulation (EU) No 575/2013 shall be those listed in Annex II to this Regulation.
Definition of small and large market capitalisation
1. For the purposes of the equity price and volatility sub-category of the broad category of equity risk factor of Table 2 of Article 325bd of Regulation (EU) No 575/2013, an equity with large market capitalisation shall meet at least one of the following conditions: (a) the market capitalisation of the equity is greater than EUR 1,75 billion; (b) the equity is included in one of the main indices set out in Annex I of Implementing Regulation (EU) 2016/1646 the components of which are all quoted in the Union. 2. All other equities than those referred to in paragraph 1 shall be considered as equities with small market capitalisation.
Entry into force
This Regulation shall enter into force on the twentieth day following that of its publication in the Official Journal of the European Union .
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