+Article 382a 1.

Article 382a 1.

An institution shall calculate the own funds requirements for CVA risk for all transactions referred to in Article 382 in accordance with the following approaches:

(a) 

the standardised approach set out in Article 383, where the institution has been granted permission by the competent authority to use that approach;

(b) 

the basic approach set out in Article 384;

(c) 

the simplified approach set out in Article 385, provided that the institution meets the conditions set out in paragraph 1 of that Article.

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