+Article 276 2.

Article 276 2.

For the calculation of the volatility-adjusted value of collateral posted referred to in point (d) of paragraph 1 of this Article, institutions shall replace the formula set out in Article 223(2) with the following formula:

CVA = C · (1 + HC + Hfx)
where:
CVA = the volatility-adjusted value of collateral posted; and
C = the collateral;
Hc and Hfx are defined in accordance with Article 223(2).

1. Übersicht

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1.1 Referenzen

1.2 Identifizierte Anforderungen

1.3 Zugehörige Standards

2. Identifizierte Anforderungen

Anforderungen

3. Zugehörige Standards

Standards