+Article 274 2.

Article 274 2.

Institutions shall calculate the exposure value of a netting set under the standardised approach for counterparty credit risk as follows:

Exposure value = α · (RC + PFE)
where:

RC

=

the replacement cost calculated in accordance with Article 275; and

PFE

=

the potential future exposure calculated in accordance with Article 278;

α

=

1,4.

1. Overview

,

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards