+Article 273 2.

Article 273 2.

Where permitted by the competent authorities in accordance with Article 283(1) and (2), an institution may determine the exposure value for the following items using the Internal Model Method set out in Section 6:

(a) 

the contracts listed in Annex II;

(b) 

repurchase transactions;

(c) 

securities or commodities lending or borrowing transactions;

(d) 

margin lending transactions;

(e) 

long settlement transactions.

1. Overview

,

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards