+Article 280b 1.
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Article 280b 1.
For the purposes of Article 278, institutions shall calculate the foreign exchange risk category add-on for a given netting set as follows:
where:
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AddOnFX
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=
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the foreign exchange risk category add on;
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j
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=
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the index that denotes the foreign exchange risk hedging sets established in accordance with point (b) of Article 277a(1) and with Article 277a(2) for the netting set; and
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=
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the foreign exchange risk category add-on for hedging set j calculated in accordance with paragraph 2.
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1. Prezentare generală
1.1 Referințe
1.2 Cerințe identificate
1.3 Standarde asociate
2. Cerințe identificate
3. Standarde asociate
- Builddate: 01.01.2027 00:00:00 -Doknr: CELEX:32013R0575
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