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Article 495q - Transitional provisions on the calculation of the own funds requirements for default risk under the alternative standardised approach

Article 495q
Transitional provisions on the calculation of the own funds requirements for default risk under the alternative standardised approach

By way of derogation from Article 325x(4) and until 31 December 2029, institutions may at their discretion assign:

(a)

to cash equity positions that hedge derivative instruments, the same maturity as the maturity of the derivative instruments they hedge;

(b)

a maturity of three months to equity derivative exposures.

Official text · consolidated version 01/01/2027 (not yet in force) Open full page ↗
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