EBU Single Rulebook Q&A 27 January 2017 2017_3132 Deduction from CET1 of significant holdings in financial sector entities (FSE) and protection acquired to limit downside investment exposure

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European Union · · · 21-04-2017

Will the hedge with the 3rd party as described in the example in the background result in the deduction from CET1 (as per Article 36 CRR) being reduced from €750m to €250m?

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