EBU Single Rulebook Q&A 8 December 2016 2016_3037 Systemic risk buffer requirement calculation
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European Union · · · 30-06-2017
1) What is the definition of the term “exposure” in Article 133 (3) CRD IV? What is the base for the calculation of systemic risk buffer requirement? In case systemic risk buffer applies to all exposures regardless the location of the exposure, is it total risk weighted exposure according to Article 92 (3) CRR?
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