EBU Single Rulebook Q&A 28 August 2013 2013_188 Leverage Ratio: C45.00 (LRCalc) r010: SFTs exposure according to CRR 220
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European Union · · · 14-02-2014
The exposure for repurchase transactions, securities or commodities lending or borrowing transactions, long settlement transactions and margin lending transactions should be calculated in accordance with Article 220 (1) to (3). Should the volatility adjustments be taken into account for the determination of the leverage ratio exposure value of exposures subject to Article 220?
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