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Article 5 - Determination of AVAs under the simplified approach

Article 5
Determination of AVAs under the simplified approach

Institutions shall calculate AVAs under the simplified approach as 0,1 % of the sum of the absolute value of fair-valued assets and liabilities which are included within the threshold calculation laid down in Article 4.

Official text · consolidated version 26/06/2020 (in force) Open full page ↗
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