EBU Single Rulebook Q&A 5 June 2014 2014_1263 Use of an insitution's own estimates of conversion factors

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European Union · · · 21-11-2014

In applying Article 166(10) of Regulation (EU) No 575/2013 (CRR), may competent authorities grant permission to institutions to use their own estimates of conversion factors (as is permitted for certain exposures under Articles 151(7) and (9)) for off-balance sheet exposures which are not listed under Article 166(8)?

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