+Article 223 7.
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Article 223 7.
Where the collateral consists of a number of eligible items, institutions shall calculate the volatility adjustment (H) as follows:
where:
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ai
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=
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the proportion of the value of an eligible item i in the total value of collateral;
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Hi
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=
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the volatility adjustment applicable to eligible item i.
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1. Overview
1.1 References
1.2 Identified Requirements
1.3 Related Standards
2. Identified Requirements
Requirements
| Source |
Requirement |
3. Related Standards
Standards
| Source |
Requirement |
- Builddate: 01.01.2027 00:00:00 -Doknr: CELEX:32013R0575
- EULAW -
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