+Article 271 Determination of the exposure value
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---+Article 271 2.
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Article 271 Determination of the exposure value
1. Overview
| Summary |
Regulation |
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Article 271 1.
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An institution shall determine the exposure value of derivative instruments listed in Annex II in accordance with this Chapter.
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Article 271 2.
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An institution may determine the exposure value of repurchase transactions, securities or commodities lending or borrowing transactions, long settlement transactions and margin lending transactions in accordance with this Chapter instead of making use of Chapter 4.
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1.1 References
1.2 Identified Requirements
1.3 Related Standards
2. Identified Requirements
Requirements
| Source |
Requirement |
3. Related Standards
Standards
| Source |
Requirement |
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