distribution of exposures
Defined in Article 272, Capital Requirements Regulation (CRR)
Definitions over time (2)
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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:
‘distribution of exposures’ means the forecast of the probability distribution of market values that is generated by setting forecast instances of negative net market values equal to zero;
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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:
‘distribution of exposures’ means the forecast of the probability distribution of market values that is generated by setting forecast instances of negative net market values equal to zero;
Earlier definition records in this act (1)
Open an entry to see its definitions, dates and uses. Separate scopes and histories are kept intact.
- Article 272(14) Historical · definitions end 25/12/2019