net independent collateral amount

Defined in Article 272, Capital Requirements Regulation (CRR)

Definitions over time (1)

1. 29/06/2021 – today applies on 12/11/2026 Article 272, Capital Requirements Regulation (CRR) Scope: Part III Title II Chapter 6 Also: NICA

   For the purposes of this Chapter and of Title VI of this Part, the following definitions shall apply:

   ‘net independent collateral amount’ or ‘NICA’ means the sum of the volatility-adjusted value of net collateral received or posted, as applicable, to the netting set other than variation margin;

Used in (15 places in 5 provisions on 12/11/2026)

Capital Requirements Regulation (CRR) (15 in 5)

Article 272² · Article 274² · Article 275⁵ · Article 276³ · Article 278³