+Artikel 382a Ansätze für die Berechnung der Eigenmittelanforderungen für das CVA-Risiko
---+Article 382a 1.
---+Article 382a 2.
---+Article 382a 3.
---+Article 382a 4.
---+Article 382a 5.

Artikel 382a Ansätze für die Berechnung der Eigenmittelanforderungen für das CVA-Risiko

1. Übersicht

Bezeichnung	Regulierung
Article 382a 1.	An institution shall calculate the own funds requirements for CVA risk for all transactions referred to in Article 382 in accordance with the following approaches: (a) the standardised approach set out in Article 383, where the institution has been granted permission by the competent authority to use that approach; (b) the basic approach set out in Article 384; (c) the simplified approach set out in Article 385, provided that the institution meets the conditions set out in paragraph 1 of that Article.
Article 382a 2.	An institution shall not use the approach referred to in paragraph 1, point (c), in combination with the approach referred to in point (a) or (b) of that paragraph.
Article 382a 3.	An institution may use a combination of the approaches referred to in paragraph 1, points (a) and (b), to calculate the own funds requirements for CVA risk on a permanent basis for: (a) different counterparties; (b) different eligible netting sets with the same counterparty; (c) different transactions of the same eligible netting set, provided that any of the conditions referred to in paragraph 5 are satisfied.
Article 382a 4.	For the purposes of paragraph 3, point (c), institutions shall split the eligible netting set into a hypothetical netting set containing the transactions subject to the approach referred to in paragraph 1, point (a), and a hypothetical netting set containing the transactions subject to the approach referred to in paragraph 1, point (b).
Article 382a 5.	For the purposes of paragraph 3, point (c), the conditions referred to therein shall comprise the following: (a) the split is consistent with the treatment of the legal netting set when calculating the CVA for accounting purposes; (b) the permission granted by competent authorities to use the approach referred to in paragraph 1, point (a), is limited to the corresponding hypothetical netting set and does not cover all transactions within the eligible netting set. Institutions shall document how they use a combination of the approaches referred to in paragraph 1, points (a) and (b), and as set out in this paragraph, to calculate the own funds requirements for CVA risk on a permanent basis.

1.1 Referenzen

1.2 Identifizierte Anforderungen

1.3 Zugehörige Standards

2. Identifizierte Anforderungen

Anforderungen
Quelle	Anforderung

3. Zugehörige Standards

Standards
Quelle	Anforderung

Builddate: 01.01.2027 00:00:00 -Doknr: CELEX:32013R0575
EULAW -
EN: Legal acts of the European Union from EUR-Lex, https://eur-lex.europa.eu/. © European Union. Re-use is authorised by Decision 2011/833/EU, provided the source is acknowledged; the consolidated texts are licensed under CC BY 4.0 (EUR-Lex legal notice). Divided into sections and converted into the GRCA format, the wording unchanged. Only the legislation published in the Official Journal of the European Union is deemed authentic.

DE: Rechtsakte der Europäischen Union aus EUR-Lex, https://eur-lex.europa.eu/. © Europäische Union. Weiterverwendung nach Beschluss 2011/833/EU mit Quellenangabe gestattet; die konsolidierten Fassungen stehen unter CC BY 4.0 (Rechtlicher Hinweis von EUR-Lex). In Abschnitte aufgeteilt und in das GRCA-Format umgewandelt, der Wortlaut unverändert. Verbindlich sind allein die im Amtsblatt der Europäischen Union veröffentlichten Rechtsakte.