28. For the purposes of recognising the credit risk mitigation effects of on-balance sheet netting …

For the purposes of recognising the credit risk mitigation effects of on-balance sheet netting in accordance with Article 166(3) of Regulation (EU) No 575/2013, institutions should use E* calculated in accordance with Article 223(5) of that Regulation as the exposure value when calculating the risk-weighted exposure amounts and expected loss amounts.

1. Overview

1.1 References

• Article 166 3.

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

• EBA - Published by the European Banking Authority at https://www.eba.europa.eu/