EBU Single Rulebook Q&A 7 August 2019 2019_4859 Range of application of the LGD regulatory floor for the calculation of own funds requirements at individual and consolidated levels
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European Union · · · 18-02-2022
Shall the LGD regulatory floor be applied at the territory level of the Member state to exposures secured by property located in the territory of that Member state (Article 164(7) CRR) for the calculation of own funds requirements at any level, i.e. individual and/or consolidated level?
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