EBU Single Rulebook Q&A 4 July 2022 2022_6512 Scope of the C 08.07 template

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European Union · · · 21-04-2023

Where a group as defined in Article 4 of CRR has both SA and IRB exposures, what should be the scope of the total exposure value subject to SA and IRB as defined on column 0020 of template C 08.07 - Credit risk and free deliveries: IRB approach to Capital Requirements (Scope of use of IRB and SA approaches)?

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