wrong-way risk
Defined in Article 2, Regulation (EU) No 795/2014 of the ECB
Definitions over time (1)
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06/12/2017 – today applies on 12/11/2026 Article 2, Regulation (EU) No 795/2014 of the ECB Scope: Whole act
‘wrong-way risk’ means risk arising from exposure to a participant or issuer when the collateral provided by that participant or issued by that issuer is highly correlated with its credit risk;
Earlier definition records in this act (1)
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- Article 2(38) Historical · definitions end 06/12/2017