EBU Single Rulebook Q&A 21 September 2023 2023_6891 Maturity calculation under IRB for undrawn credit facility

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European Union · · · 21-06-2024

Does Article 162(2)(a) of Regulation (EU) No 575/2013 (CRR) apply to exposures in the form of undrawn credit facilities as the only contractual cash flow payments for the undrawn credit facility are fee-related?

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