+Article 5 Determination of AVAs under the simplified approach

Article 5 Determination of AVAs under the simplified approach

Article 5

Determination of AVAs under the simplified approach

Institutions shall calculate AVAs under the simplified approach as 0,1 % of the sum of the absolute value of fair-valued assets and liabilities which are included within the threshold calculation laid down in Article 4.

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