EBU Single Rulebook Q&A 31 October 2013 2013_446 Original Exposure pre-conversion Factors
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European Union · · · 21-03-2014
The draft ITS on Supervisory reporting state that the Exposure value (for on-balance sheet exposures) equals to the exposure value without taking into account value adjustments and provisions, conversion factors and the effect of credit risk mitigation techniques.
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