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Article 385 - Alternative to using CVA methods to calculating own funds requirements

Article 385
Alternative to using CVA methods to calculating own funds requirements

As an alternative to Article 384, for instruments referred to in Article 382 and subject to the prior consent of the competent authority, institutions using the Original Exposure Method as laid down in Article 275, may apply a multiplication factor of 10 to the resulting risk-weighted exposure amounts for counterparty credit risk for those exposures instead of calculating own funds requirements for CVA risk.

Official text · consolidated version 28/06/2013 (no longer in force) Open full page ↗
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