83,489
edits
On-balance sheet netting - CRR Provision: Difference between revisions
On-balance sheet netting - CRR Provision (view source)
Revision as of 14:59, 25 March 2019
, 25 March 2019no edit summary
Amwelladmin (talk | contribs) No edit summary |
Amwelladmin (talk | contribs) No edit summary |
||
| Line 1: | Line 1: | ||
{{fullanat|crr|219|}} | {{fullanat|crr|219|}} | ||
Under the FCSM, a 0% [[Risk weighting|risk weight]] may apply to the collateralised part of the [[exposure]], provided the exposure and the collateral are [[denominated in the same currency]], as specified in Article {{crrprov|222(6)}} of the {{t|CRR}} (whereas, in the presence of a currency mismatch, a 20% risk weight should be associated with the collateralised part of the exposure under Article {{crrprov|222}}(3) of the {{t|CRR}})<ref>[https://memofin-media.s3.eu-west-3.amazonaws.com/Documents/0001/08/c269a4fe664655021c4c92cd17ee0e88e87bf24d.pdf EBA Report on Credit Risk Mitigation Framework].</ref> | |||
{{ref}} | |||