+Article 382a 3.

Article 382a 3.

An institution may use a combination of the approaches referred to in paragraph 1, points (a) and (b), to calculate the own funds requirements for CVA risk on a permanent basis for:

(a) 

different counterparties;

(b) 

different eligible netting sets with the same counterparty;

(c) 

different transactions of the same eligible netting set, provided that any of the conditions referred to in paragraph 5 are satisfied.

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