EBU Single Rulebook Q&A 23 September 2015 2015_2318 Clarification on Add on measure of Securities Financing Transactions (SFT) from the delegated act of the regulation 575/2013 on leverage ratio.

Based on Article 429e of the Regulation (EU) No 575/2013 (CRR), in addition to the exposure value of repurchase transactions, institutions shall include in the exposure measure an add-on for counterparty credit risk determined in accordance to paragraph 2 or 3 of Article 429e, as applicable.