Commission Implementing Regulation (EU) 2023/2056 of 26 September 2023 amending the implementing technical standards laid down in Commission Implementing Regulation (EU) No 945/2014 as regards an update of the list of relevant appropriately diversified indices in accordance with Regulation (EU) No 575/2013 of the European Parliament and of the Council (Text with EEA relevance)
Date: 2023-09-26
Institutions: Directorate-General for Financial Stability, Financial Services and Capital Markets Union, European Commission
Subjects: credit institution, financial control, financial legislation, financial risk, financial supervision, investment company, stock-exchange listing, technical standard








L_2023238EN.01008901.xml










27.9.2023   


EN


Official Journal of the European Union


L 238/89








            COMMISSION IMPLEMENTING REGULATION (EU) 2023/2056
of 26 September 2023
         
amending the implementing technical standards laid down in Commission Implementing Regulation (EU) No 945/2014 as regards an update of the list of relevant appropriately diversified indices in accordance with Regulation (EU) No 575/2013 of the European Parliament and of the Council
(Text with EEA relevance)


THE EUROPEAN COMMISSION,

Having regard to the Treaty on the Functioning of the European Union,


Having regard to Regulation (EU) No 575/2013 of the European Parliament and of the Council of 26 June 2013 on prudential requirements for credit institutions and amending Regulation (EU) No 648/2012 (1), and in particular Article 344(1), third subparagraph thereof,

Whereas:







(1)


To ensure that the stock indices listed in the Annex to Commission Implementing Regulation (EU) No 945/2014 (2) continue to meet the conditions for their specific risk to be ignored, the European Banking Authority has reassessed the relevant indices in light of the latest available data, which is the data relative to the year 2022. That reassessment has shown the need to update the list of relevant appropriately diversified indices.












(2)


Implementing Regulation (EU) No 945/2014 should therefore be amended accordingly.












(3)


This Regulation is based on the draft implementing technical standards submitted to the Commission by the European Banking Authority.












(4)


The amendments to Implementing Regulation (EU) No 945/2014 do not arise because of changes to the assessment methodology applied. Hence, for the sole purpose of updating the list of relevant appropriately diversified indices, the European Banking Authority has neither conducted an open public consultation on the draft implementing technical standards on which this Regulation is based, nor analysed the potential related costs and benefits considering that such a consultation or analysis would be highly disproportionate in relation to the scope of the amendments introduced and impact of the draft implementing technical standards concerned. In fact, only a small number of indices should be removed from that list as a consequence of the reassessment, and such indices are in any case outnumbered by the new indices introduced,





HAS ADOPTED THIS REGULATION:



Article 1
The Annex to Implementing Regulation (EU) No 945/2014 is replaced by the text in the Annex to this Regulation.


Article 2
This Regulation shall enter into force on the twentieth day following that of its publication in the Official Journal of the European Union.




This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 26 September 2023.


For the Commission


The President

Ursula VON DER LEYEN
            





(1)  
            OJ L 176, 27.6.2013, p. 1.

(2)  Commission Implementing Regulation (EU) No 945/2014 of 4 September 2014 laying down implementing technical standards with regard to relevant appropriately diversified indices according to Regulation (EU) No 575/2013 of the European Parliament and of the Council (OJ L 265, 5.9.2014, p. 3).




ANNEX



‘ANNEX

Stock indices meeting the requirements of Article 344 of Regulation (EU) No 575/2013







Index


Country\Area










1.


STOXX Asia/Pacific 600






Asia/Pacific










2.


ASX100






Australia










3.


ATX






Austria










4.


ATX Prime






Austria










5.


BEL20






Belgium










6.


SaoPaulo – Bovespa






Brazil










7.


TSX60






Canada










8.


CETOP20 Index






Central Europe










9.


CSI 100 Index






China










10.


CSI 300 Index






China










11.


FTSE China A50 Index






China










12.


Hang Seng Mainland 100 China






China










13.


OMX Copenhagen 25






Denmark










14.


OMX Copenhagen Benchmark






Denmark










15.


FTSE RAFI Developed 1000






Developed Markets










16.


CECE Composite Index EUR






Eastern Europe










17.


FTSE RAFI Emerging Markets






Emerging Markets










18.


MSCI Emerging Markets 50






Emerging Markets










19.


Cboe Eurozone 50






Europe










20.


DJ Euro STOXX 50






Europe










21.


FTSE All World Europe






Europe










22.


FTSE Euro 100






Europe










23.


FTSE Eurofirst 100






Europe










24.


FTSE Eurofirst 300






Europe










25.


FTSE Eurofirst 80






Europe










26.


FTSE Eurotop 100






Europe










27.


MSCI Euro






Europe










28.


MSCI Europe






Europe










29.


MSCI Pan-Euro






Europe










30.


NTX New Europe Blue Chip






Europe










31.


S&P Euro






Europe










32.


S&P Europe 350






Europe










33.


STOXX All Europe 100






Europe










34.


STOXX All Europe 800






Europe










35.


STOXX Europe 50






Europe










36.


STOXX Europe 600






Europe










37.


STOXX Europe 600 Equal Weight






Europe










38.


STOXX Europe Lrg 200






Europe










39.


STOXX Europe Mid 200






Europe










40.


STOXX Europe Small 200






Europe










41.


STOXX Select Dividend 30






Europe










42.


OMXH25






Finland










43.


CAC40






France










44.


Cboe France 40






France










45.


SBF 120






France










46.


Cboe Germany 40






Germany










47.


DAX






Germany










48.


HDAX






Germany










49.


MDAX






Germany










50.


SDAX






Germany










51.


FTSE RAFI All World






Global










52.


MSCI World Index






Global










53.


Athens General






Greece










54.


FT ASE Large Cap






Greece










55.


Hang Seng






Hong Kong










56.


Hang Seng China Enterprises






Hong Kong










57.


NIFTY 50






India










58.


S&P BSE 100






India










59.


ISEQ 20






Ireland










60.


Cboe Italy 40






Italy










61.


FTSE MIB






Italy










62.


Nikkei225






Japan










63.


Nikkei300






Japan










64.


TOPIX 400






Japan










65.


TOPIX Core 30






Japan










66.


S&P Latin America 40






Latin America










67.


FTSE Bursa Malaysia KLCI






Malaysia










68.


FTSE Bursa Malaysia Top100






Malaysia










69.


MSE Share Index






Malta










70.


INMEX Index






Mexico










71.


IPC Index






Mexico










72.


AEX






Netherlands










73.


AMX






Netherlands










74.


Cboe Netherlands 25






Netherlands










75.


NZSE50






New Zealand










76.


Cboe Norway 25






Norway










77.


OBX






Norway










78.


OBXP






Norway










79.


mWIG40






Poland










80.


WIG20






Poland










81.


MSCI Singapore Free Index






Singapore










82.


Straits Times Index






Singapore










83.


FTSE JSE Top 40






South Africa










84.


Cboe Spain 35






Spain










85.


IBEX35






Spain










86.


Cboe Sweden 30






Sweden










87.


OMX Stockholm 30






Sweden










88.


Cboe Switzerland 20






Switzerland










89.


SMI






Switzerland










90.


SMI MID






Switzerland










91.


SET 50






Thailand










92.


Cboe UK 100






UK










93.


FTSE 100






UK










94.


FTSE AIM 100






UK










95.


FTSE AIM UK 50






UK










96.


FTSE Fledgling






UK










97.


FTSE mid-250






UK










98.


FTSE Small Cap






UK










99.


Dow Jones Ind. Av.






USA










100.


NASDAQ 100






USA










101.


S&P 500






USA






            ’