Counterparty credit risk: Difference between revisions
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Note this definition of "netting set" is for all intents and purposes identical to the one in [[CRD IV]]: | Note this definition of "netting set" is for all intents and purposes identical to the one in [[CRD IV]]: | ||
{{box|{{crdiv|272(4)}}}} | {{box| | ||
{{crdiv|272(4)}} | |||
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The interpretation of the italicised section is key. | The interpretation of the italicised section is key. | ||