Article 2 (46)

‘wrong-way risk’ means risk arising from exposure to a participant or issuer when the collateral provided by that participant or issued by that issuer is highly correlated with its credit risk;

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

• Builddate: 14.07.2025 00:00:00 -Doknr: CELEX:32025R1355
• EULAW -

  European Regulation published on http://eur-lex.europa.eu/