+Article 386 2.

Article 386 2.

For the calculation of the own funds requirements for CVA risk in accordance with Article 383, only positions in the following hedging instruments shall be recognised as eligible hedges:

(a) 

instruments that hedge variability of the counterparty credit spread, with the exception of instruments referred to in Article 325(5);

(b) 

instruments that hedge variability of the exposure component of CVA risk, with the exception of the instruments referred to in Article 325(5).

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