EBU Single Rulebook Q&A 18 April 2014 2014_1085 Annex II and VIII of the ITS on supervisory reporting under the CRR
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European Union · · · 03-10-2014
According to the Article 395 paragraph (5) point a) of CRR the limit to large exposure may be exceeded for the exposures on the institution's trading book – among others - if the exposures on the non-trading book do not exceed the limit laid down in paragraph (1). How shall the excess of limit to the large exposure on the non-trading book after CRM be reported in the CA2 template?
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