+Article 15 2.

Article 15 2.

Where a valuation exposure cannot be shown to have a zero AVA according to paragraph 1, institutions shall calculate the future administrative cost AVA (‘individual future administrative costs AVA’) considering the administrative costs and future hedging costs over the expected life of the valuation exposures for which a direct exit price is not applied for the close-out costs AVA, discounted using a rate which approximates the risk free rate.

1. Visão geral

,
Título Regulamentação

1.1 Referências

1.2 Requisitos identificados

1.3 Normas relacionadas

2. Requisitos identificados

Requisitos
Fonte Requisito

3. Normas relacionadas

Normas
Fonte Requisito