+Article 429e 3.
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Article 429e 3.
Institutions shall calculate the add-on for transactions with a counterparty that are subject to a master netting agreement that meets the conditions set out in Article 206 on an agreement-by-agreement basis in accordance with the following formula:
where:
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=
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the add-on;
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i
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=
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the index that denotes the netting agreement;
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Ei
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=
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the fair value of securities or cash lent to the counterparty for the transactions that are subject to master netting agreement i; and
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Ci
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=
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the fair value of securities or cash received from the counterparty that is subject to master netting agreement i.
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1. Übersicht
| Bezeichnung |
Regulierung |
,
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 -
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