EBU Single Rulebook Q&A 16 May 2022 2022_6450 Defining the risk factor for third-country investment firms in K-TCD calculation

Should the third-country investment firms be classified as investment firms or other counterparties for the purposes of defining the risk factor per counterparty type pursuant to Article 26 IFR? Pursuant to Article 26 of the IFR, the risk factor, which is a part of a formula for K-TCD calculation, shall be defined per counterparty type as set out in Table 2 of the above mentioned provision.