Arxo Findings Register · Arxo Law

ARXO-2026-0359 · Reported

Basel Framework: CRE22.66 SA-CCR ranges

CRE22.66 assigns CRE52.20, the PFE formula, to the RC range and leaves CRE52.74 outside both ranges.

Consequence

Position: Netting set under two margin agreements, RC 10, aggregate add-on 40, multiplier 0.8 Reading a: Literal ranges: PFE ends at CRE52.73 so sub-netting (CRE52.74) not required; one netting set EAD=1.4*(10+32)=58.8 Reading b: With CRE52.74 split into two sub-netting sets: EAD differs per sub-set sum Difference: depends on split, e.g. several units

Proposed correction

Clarify or correct the cited passage so that the rule and its references give one result for the stated case.

Issued by
Basel Committee on Banking Supervision
Act
Basel Framework CRE22 (in force 2028-11-01, published 2025-10-28)
Place
CRE22.66 SA-CCR ranges
Record
Discrepancy
Class
Text of the act
Where it arose
The text of the act
Arxo's conclusion
Confirmed
Official text
Unchanged at last check
Last checked
2026-10-31

Evidence

Contradiction within the text. Quotations are verbatim from the official material; translations are ours and marked.

- RC = the replacement cost calculated according to CRE52.3 to CRE52.20
Normative text · Basel Framework CRE22 (in force 2028-11-01, published 2025-10-28) · CRE22.66 SA-CCR ranges · Published 2025-10-28 · retrieved 2026-10-31 · SHA-256 a826640759d287975a3513d9598e4b0c38fe3f3adfc4e908f8b28ae2adeae44c · copy
- PFE = the amount for potential future exposure calculated according to CRE52.21 to CRE52.73
Normative text · Basel Framework CRE22 (in force 2028-11-01, published 2025-10-28) · CRE22.66 SA-CCR ranges · Published 2025-10-28 · retrieved 2026-10-31 · SHA-256 a826640759d287975a3513d9598e4b0c38fe3f3adfc4e908f8b28ae2adeae44c · copy

How to check it without Arxo's tools

  1. Open Basel Framework CRE22 (in force 2028-11-01, published 2025-10-28) and find CRE22.66 SA-CCR ranges. Compare the text with the quotation above. A copy is kept in this register: a826640759d28797-CRE22@2028-11-01~2025-10-28.txt (SHA-256 a826640759d287975a3513d9598e4b0c38fe3f3adfc4e908f8b28ae2adeae44c, copy of the official file).
  2. The finding holds if the quoted passages read as shown and the comparison gives the result stated at the top of this page. If it does not, write to us with the record ID.

How this finding was made

AI models read the texts, built the examples and reviewed the findings.

Responsible institutions

Reported to

DateInstitutionChannelReference
2026-10-31Basel Committee on Banking Supervisione-mailhttps://mail.google.com/mail/u/0/#sent/KtbxLthRTjRNkqRtWGvxMWmXhVdckfWkGV

Responses

No response recorded.

History

  1. 2026-10-31Confirmed by Arxo
  2. 2026-10-31Entered in the register
  3. 2026-10-31Reported to Basel Committee on Banking Supervision (e-mail)

Cite this record

Arxo Law, Arxo Findings Register, ARXO-2026-0359, https://arxo.io/findings/ARXO-2026-0359/ (status as of 2026-10-31). Data: ARXO-2026-0359.json.