EBU Single Rulebook Q&A 18 March 2015 2015_1903 Calculation of exposure values of trade exposures with QCCP in accordance with article 306(1)(a).
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European Union · · · 10-07-2015
How should institutions calculate exposure value of trade exposures with QCCP for purposes of article 306(1)(a)? Article 306(1)(a) provides that an institution shall apply a risk weight of 2% to the exposure values of all its trade exposures with QCCPs.
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