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. Panoramica

1.1 Riferimenti

1.2 Requisiti identificati

1.3 Standard correlati

2. Requisiti identificati

3. Standard correlati

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

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