effective expected exposure at a specific date
Definitions over time (1)
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19/07/2016 – 25/12/2019 Article 272, Capital Requirements Regulation (CRR) Scope: Part III Title II Chapter 6
For the purposes of this Chapter and of Title VI of this Part, the following definitions shall apply:
‘effective expected exposure at a specific date’ (hereinafter referred to as ‘Effective EE’) means the maximum expected exposure that occurs at that date or any prior date. Alternatively, it may be defined for a specific date as the greater of the expected exposure at that date or the effective expected exposure at any prior date;
Other definitions of this term in this act (1)
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