+Article 289 4.

Article 289 4.

In addition to EPE, an institution shall measure and manage current exposures. Where appropriate, the institution shall measure current exposure gross and net of collateral. The use test is satisfied if an institution uses other CCR measures, such as peak exposure, based on the distribution of exposures generated by the same model to compute EPE.

1. Prezentare generală

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Titlu Reglementare

1.1 Referințe

1.2 Cerințe identificate

1.3 Standarde asociate

2. Cerințe identificate

Cerințe
Sursă Cerință

3. Standarde asociate

Standarde
Sursă Cerință