+Article 382a 3.

Article 382a 3.

An institution may use a combination of the approaches referred to in paragraph 1, points (a) and (b), to calculate the own funds requirements for CVA risk on a permanent basis for:

(a) 

different counterparties;

(b) 

different eligible netting sets with the same counterparty;

(c) 

different transactions of the same eligible netting set, provided that any of the conditions referred to in paragraph 5 are satisfied.

1. Overview

,

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards