Diario Oficial de la Unión Europea del 31/8/2023 - Sección Legislación
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Fuente: Diario Oficial de la Unión Europea - Sección Legislación
EN
31.8.2023
Official Journal of the European Union
L 214/1
II
Non-legislative acts
REGULATIONS
COMMISSION DELEGATED REGULATION EU 2023/1668
of 25 May 2023
supplementing Directive EU 2019/2034 of the European Parliament and of the Council with regard to regulatory technical standards specifying the measurement of risks or elements of risks not covered or not sufficiently covered by the own funds requirements set out in Parts Three and Four of Regulation EU 2019/2033 of the European Parliament and of the Council and the indicative qualitative metrics for the amounts of additional own funds Text with EEA relevance
THE EUROPEAN COMMISSION,
Having regard to the Treaty on the Functioning of the European Union, Having regard to Directive EU 2019/2034 of the Parliament and of the Council of 27 November 2019 on the prudential supervision of investment firms and amending Directives 2002/87/EC, 2009/65/EC, 2011/61/EU, 2013/36/EU, 2014/59/EU and 2014/65/EU 1, and in particular Article 406, fourth subparagraph, thereof, Whereas:
1
To ensure the harmonised application of the additional own funds requirement across the Union, it is necessary to set out a uniform approach towards the measurement of the risks and elements of risks that would support the determination of the level of capital adequate to address all material risks to which investment firms might be exposed. Competent authorities should therefore ensure that investment firms hold adequate additional own funds to cover each risk category Risk-to-Client, Risk-to-Firm and Risk-to-Market, as well as any other material risks.
2
In order for competent authorities to be able to appropriately monitor the risk profile of investment firms and to identify, assess and quantify material risks, it is necessary to set out a detailed and comprehensive methodology proportionate to the nature, scope and complexity of investment firm activities based on all available information sources, including information gathered for the purpose of Article 36 of Directive EU 2019/2034.
3
The level of the additional own funds requirement is deemed adequate when it reduces the likelihood of investment firm failure and limits the risk of disorderly wind-down that would pose threats to the investment firms clients and to the wider market, including other financial institutions, market infrastructures, or the market as a whole. Due to this dual objective of the additional own funds requirement and in keeping with the structure of the own funds requirements as set out in Parts Three and Four of Regulation EU 2019/2033 of the European Parliament and of the Council 2, competent authorities should consider separately the risks related to ongoing investment firm activities and the risk of disorderly wind-down of the investment firms business.
1 OJ L 314, 5.12.2019, p. 64.
2 Regulation EU 2019/2033 of the European Parliament and of the Council of 27 November 2019 on the prudential requirements of investment firms and amending Regulations EU No 1093/2010, EU No 575/2013, EU No 600/2014 and EU No 806/2014
OJ L 314, 5.12.2019, p. 1.
