+Options considered
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Options considered
In preparing the present guidelines, the EBA considered two policy options: - a. non-iterative process: Multiplying 0.2% by the sum of the exposure values of those exposures belonging to the original portfolio (i.e. to the portfolio without excluding any large) exposures);
- b. iterative process: Multiplying 0.2% by the sum of the exposure values of those exposures belonging to the final portfolio that is being assessed (i.e. the original portfolio after excluding any (large) exposures).
1. Overview
1.1 References
1.2 Identified Requirements
1.3 Related Standards
2. Identified Requirements
Requirements
| Source |
Requirement |
3. Related Standards
Standards
| Source |
Requirement |
- EBA - Published by the European Banking Authority at https://www.eba.europa.eu/
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