EBU Single Rulebook Q&A 15 December 2016 2016_3050 Calculation of the Countercyclical Capital Buffer

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European Union · · · 16-06-2017

Consider a corporate (geographical location DE) exposure guaranteed by a sovereign (geographical location NL).1) Do the CRM techniques with substitution effect (e.g. guarantees) impact the scoping of relevant exposures for the purposes of the Countercyclical Buffer? E.g.

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