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CHAPTER 6 Counterparty credit risk
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Regulation - Section 2 Methods for calculating the exposure value
+Section 2 Methods for calculating the exposure value
---+Article 273 Methods for calculating the exposure value
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---+Article 273a Conditions for using simplified methods for calculating the exposure value
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---+Article 273b Non-compliance with the conditions for using simplified methods for calculating the exposure value of derivatives and the simplified approach for calculating the own funds requirements for CVA risk
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Section 2 Methods for calculating the exposure value
Section 2 Methods for calculating the exposure value
1. Overview
Summary
Regulation
Article 273 Methods for calculating the exposure value
Article 273a Conditions for using simplified methods for calculating the exposure value
Article 273b Non-compliance with the conditions for using simplified methods for calculating the exposure value of derivatives and the simplified approach for calculating the own funds requirements for CVA risk
,
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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European Regulation published on
http://eur-lex.europa.eu/