EBU Single Rulebook Q&A 24 July 2015 2015_2165 Treatment of Eligible CRM CDS for Leverage Ratio
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European Union · · · 13-05-2016
Should credit derivatives subject to the CRR Article 273(3) which have zero exposure value for counterparty credit risk purposes also be treated as having zero value for the Leverage ratio exposure measure under CRR Article 429c(1)?
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