EBU Single Rulebook Q&A 9 August 2013 2013_145 Leverage ratio: Exposure value of derivatives

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European Union · · · 14-02-2014

Article 429.6 of Regulation (EU) No 575/2013 (CRR) states that the exposure value of financial derivatives listed in Annex II and of credit derivatives shall be calculated in accordance with the Mark-to-Market method (see Art. 274 of CRR).

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