+Article 282 3.
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Article 282 3.
The current replacement cost referred to in paragraph 2 shall be calculated as follows:
(a)
for netting sets of transactions: that are traded on a recognised exchange; centrally cleared by a central counterparty authorised in accordance with Article 14 of Regulation (EU) No 648/2012 or recognised in accordance with Article 25 of that Regulation; or for which collateral is exchanged bilaterally with the counterparty in accordance with Article 11 of Regulation (EU) No 648/2012, institutions shall use the following formula:
RC = TH + MTA
where:
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RC
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=
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the replacement cost;
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TH
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=
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the margin threshold applicable to the netting set under the margin agreement below which the institution cannot call for collateral; and
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MTA
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=
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the minimum transfer amount applicable to the netting set under the margin agreement;
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(b)
for all other netting sets or individual transactions, institutions shall use the following formula:
RC = max{CMV, 0}
where:
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RC
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=
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the replacement cost; and
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CMV
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=
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the current market value.
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In order to calculate the current replacement cost, institutions shall update current market values at least monthly.
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
- EULAW -
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