EBU Single Rulebook Q&A 20 July 2015 2015_2138 Risk weight of exposures with QCCPs
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European Union · · · 06-01-2017
Is it possible to use a risk weight according to Article 107(2)(a) of Regulation (EU) No 575/2013 (CRR) for trade exposures with a clearing member, where the institution is a client of a qualifying CCP, which is acting as a general clearing member of a non-qualifying CCP?
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