EBU Single Rulebook Q&A 19 December 2016 2016_3057 Multiplier of 1.25 to the asset value correlation

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European Union · · · 08-06-2018

In case of an exposure to a regulated financial sector entity which does not meet the requirements to be treated like a large financial sector entity (with total assets of less than 70 billion of euros), but which is owned by a regulated large financial sector entity which meets those requirements, does the multiplier of 1.25 to the asset value correlation apply for that exposure?

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