EBU Single Rulebook Q&A 25 May 2017 2017_3307 How to fill out the COREP C 28.00 for an exposure secured by an insurance wrapper?

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European Union · · · 04-10-2019

Article 390(7) CRR and RTS 1187/2014 specify how to determine the overall exposure to a client or a group of connected clients in respect of transactions with underlying assets. According to Article 200 CRR, insurance policies pledged to the lending institutions are eligible as Other Funded Credit Protection.

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