EBU Single Rulebook Q&A 3 December 2013 2013_611 Calculation of exposure value for counterparty credit risk under Mark-to-market Method
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European Union · · · 03-12-2013
Is there any exemption for the calculation of "add ons" when using Mark-to-market method for determining the exposure value for Regulation (EU) No. 575/2013 (CRR)? What is the right treatment of a single transaction that is not subject to legally enforceable netting agreement, if the contract has a negative value?
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