22. In determining the circumstances referred to in paragraph 20, institutions should consider …

In determining the circumstances referred to in paragraph 20, institutions should consider their overall exposures to a collateral issuer and its group of connected clients, if available, and the risk of breaching the large exposure limits set out in Article 395(1) of Regulation (EU) No 575/2013. Institutions should also take into account their ability, with due regard to their administrative and accounting procedures and internal control mechanisms, to manage in a timely manner any other exposures to a collateral issuer they may have so as to avoid a breach of the large exposure limits.

1. Overview

1.1 References

• Article 395 1.

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/