+Article 325 7.

Article 325 7.

Positions with any of the following underlying instruments shall not be included in the ACTP:

(a) 

underlying instruments that are assigned to the exposure classes referred to in point (h) or (i) of Article 112;

(b) 

a claim on a special purpose entity, collateralised, directly or indirectly, by a position that, in accordance with paragraph 6, would itself not be eligible for inclusion in the ACTP.

1. Overview

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1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards