EBU Single Rulebook Q&A 13 February 2015 2015_1824 Netting of Derivatives
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European Union · · · 10-06-2016
In the Article 45b(6), first subparagraph, Directive 2014/59/EU (BRRD) specifies that "derivative liabilities shall be included in total liabilities on the basis that full recognition is given to counterparty netting rights". What are the netting principles applicable? Does the Article 45b(6), first subparagraph, of the BRRD refer to accounting or prudential netting principles?
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