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+Article 382a 1. |
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. 1. Übersicht
1.1 Referenzen1.2 Identifizierte Anforderungen1.3 Zugehörige Standards2. Identifizierte Anforderungen
3. Zugehörige Standards
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