+Article 382a 5.

Article 382a 5.

For the purposes of paragraph 3, point (c), the conditions referred to therein shall comprise the following:

(a) 

the split is consistent with the treatment of the legal netting set when calculating the CVA for accounting purposes;

(b) 

the permission granted by competent authorities to use the approach referred to in paragraph 1, point (a), is limited to the corresponding hypothetical netting set and does not cover all transactions within the eligible netting set.

Institutions shall document how they use a combination of the approaches referred to in paragraph 1, points (a) and (b), and as set out in this paragraph, to calculate the own funds requirements for CVA risk on a permanent basis.

1. Prezentare generală

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1.1 Referințe

1.2 Cerințe identificate

1.3 Standarde asociate

2. Cerințe identificate

Cerințe

3. Standarde asociate

Standarde
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