13. The credit risk mitigation effects of on-balance sheet netting should be recognised in the …

The credit risk mitigation effects of on-balance sheet netting should be recognised in the exposure value in accordance with Article 166(3) of Regulation (EU) No 575/2013 and the credit risk mitigation effects of master netting agreements should be recognised in the exposure value in accordance with Article 166(2) of that Regulation. In recognising the effects of on-balance sheet netting and master netting agreements, institutions should take into account all requirements related to these techniques specified in Part Three, Title II, Chapter 4 of Regulation (EU) No 575/2013, including the eligibility criteria and the methods for recognising the risk mitigation effects of such instruments.

1. Forbhreathnú

1.1 Tagairtí

• Airteagal 166 3.

1.2 Ceanglais aitheanta

1.3 Caighdeáin ghaolmhara

2. Ceanglais aitheanta

3. Caighdeáin ghaolmhara

• EBA -

  EN: Guidelines and other publications of the European Banking Authority (EBA), https://www.eba.europa.eu/. © European Banking Authority. Reproduction is authorised provided the source is acknowledged (EBA legal notice). Divided into sections and converted into the GRCA format, the wording unchanged. Only the versions published by the EBA are authoritative.

  DE: Leitlinien und weitere Veröffentlichungen der Europäischen Bankenaufsichtsbehörde (EBA), https://www.eba.europa.eu/. © European Banking Authority. Wiedergabe mit Quellenangabe gestattet (Rechtlicher Hinweis der EBA). In Abschnitte aufgeteilt und in das GRCA-Format umgewandelt, der Wortlaut unverändert. Maßgeblich sind allein die von der EBA veröffentlichten Fassungen.