EBU Single Rulebook Q&A 7 December 2018 2018_4410 Maturity of instruments subject to a cash flow schedule

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European Union · · · 21-05-2021

Should an institution that has received the permission of the competent authority to use own LGDs for exposures to corporates, apply the formula in Article 162(2)(a) CRR, for both fixed interest rate and variable interest rate loans, where no change of the cash flow timing is applicable?

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