18. For the purposes of determining the specified limit applicable to a portfolio of securities by …

For the purposes of determining the specified limit applicable to a portfolio of securities by a given collateral issuer, institutions should take into account the following:

• a) their current exposures to the collateral issuer and its group of connected clients, if available;
• b) their exposures to the collateral issuer and its group of connected clients, if available, during the previous calendar year;
• c) their scheduled exposures to the collateral issuer and its group of connected clients, if available, for the forthcoming 6 to 12 months;
• d) whether the institution has managed the securities issued by a collateral issuer via tri-party repos or a combination of tri-party repos and repo transactions entered into directly with a counterparty.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

• EBA -

  EN: Guidelines and other publications of the European Banking Authority (EBA), https://www.eba.europa.eu/. © European Banking Authority. Reproduction is authorised provided the source is acknowledged (EBA legal notice). Divided into sections and converted into the GRCA format, the wording unchanged. Only the versions published by the EBA are authoritative.

  DE: Leitlinien und weitere Veröffentlichungen der Europäischen Bankenaufsichtsbehörde (EBA), https://www.eba.europa.eu/. © European Banking Authority. Wiedergabe mit Quellenangabe gestattet (Rechtlicher Hinweis der EBA). In Abschnitte aufgeteilt und in das GRCA-Format umgewandelt, der Wortlaut unverändert. Maßgeblich sind allein die von der EBA veröffentlichten Fassungen.