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 282 may apply a multiplication factor of 10 to the resulting risk-weighted exposure amounts for counterparty credit risk for those exposures instead of calculating the own funds requirements for CVA risk.
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New version applies from 01/01/2025 — introduced by Capital Requirements Regulation III (CRR3), Commission Delegated Regulation (EU) 2024/2795, Regulation (EU) 2024/2987.
311 provisions change.
Later versions: 29/06/2025, 01/01/2026, 26/06/2026, 01/01/2027.
Article 385 changes in this version: compare with the current text.