+Article 429b 1.

Article 429b 1.

Institutions shall calculate the exposure value of assets, excluding derivative contracts listed in Annex II, credit derivatives and the positions referred to in Article 429e in accordance with the following principles:

(a) 

the exposure values of assets means an exposure value as referred to in the first sentence of Article 111(1);

(b) 

securities financing transactions shall not be netted.

1. Overview

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1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards