EBU Single Rulebook Q&A 7 August 2020 2020_5422 Treatment of deducted exposures in the calculation of memo items “Risk-weighted exposure amount under SEC-ERBA” and “Risk-weighted exposure amount under SEC-SA” ({C14.01 c447} and {C14.01 c448} respectively)

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European Union · · · 19-03-2021

How to treat deducted exposures in the calculation of the mentioned memo items, to allow for a coherent and homogeneous comparison between the own funds required by the different methods?

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