EBU Single Rulebook Q&A 18 July 2014 2014_1376 CVA Standardised Method for Securities Financing Transactions (SFTs)
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European Union · · · 30-06-2017
Article 382(2) of Regulation (EU) No 575/2013 (CRR) states that ‘an institution shall include securities financing transactions in the calculation of own funds required by paragraph 1 if the competent authority determines that the institution's CVA risk exposures arising from those transactions are material’.
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