peak exposure

Defined in Article 272, Capital Requirements Regulation (CRR)

Definitions over time (2)

1. 25/12/2019 – today applies on 12/11/2026 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:

   ‘peak exposure’ means a high percentile of the distribution of exposures at particular future date before the maturity date of the longest transaction in the netting set;

2. 28/06/2013 – 19/07/2016 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:

   ‘peak exposure’ means a high percentile of the distribution of exposures at particular future date before the maturity date of the longest transaction in the netting set;

Used in (4 places in 4 provisions on 12/11/2026)

Capital Requirements Regulation (CRR) (4 in 4)

Article 272 · Article 284 · Article 286 · Article 289