+Artikel 385 Vereinfachter Ansatz
---+Article 385 1.
---+Article 385 2.
---+Article 385 3.

Artikel 385 Vereinfachter Ansatz

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1. Übersicht

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Article 385 1.
An institution that meets all of the conditions set out in Article 273a(2) or has been permitted by its competent authority in accordance with Article 273a(4) to apply the approach set out in Article 282, may calculate the own funds requirements for CVA risk as the risk-weighted exposure amounts for counterparty risk for non-trading book and trading book positions, respectively, referred to in Article 92(4), points (a) and (g), divided by 12,5 .
Article 385 2.

For the purposes of the calculation referred to in paragraph 1, the following requirements shall apply:

(a) 

only transactions subject to the own funds requirements for CVA risk laid down in Article 382 are subject to that calculation;

(b) 

credit derivatives that are recognised as internal hedges against counterparty risk exposures are not included in that calculation.
Article 385 3.
An institution that no longer meets one or more of the conditions set out in Article 273a(2) or (4), as applicable, shall comply with the requirements set out in Article 273b.

1.1 Referenzen

1.2 Identifizierte Anforderungen

1.3 Zugehörige Standards

2. Identifizierte Anforderungen

Anforderungen

3. Zugehörige Standards

Standards
  • Builddate: 01.01.2027 00:00:00 -Doknr: CELEX:32013R0575
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