EBU Single Rulebook Q&A 1 November 2013 2013_472 Determination of clearing threshold of non-financial counterparties

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European Union · · · 11-04-2014

Who decides if a non-financial counterparty exceeds a clearing threshold and therefore has to be included in the CVA calculation? Is this the responsibility of the counterparty? Is this only relevant for counterparties in third countries or also for counterparties in member states? Determination of clearing threshold of non-financial counterparties.

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