EBU Single Rulebook Q&A 19 July 2013 2013_69 Alternative calculation of own funds requirement for exposures to a Qualifying Central Counterparty (QCCP)
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European Union · · · 16-04-2014
In the formula given in Article 310 of Regulation (EU) No 575/2013 (CRR) the trade exposure is referenced. According to article 306(1)(c) CRR and Article 306(2) CRR exemptions for the calculation of trade exposure exist, e.g. trade exposure can be set to zero under certain circumstance given in Article 306 CRR. Do these exemptions also hold when using Article 310 CRR?
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