Template:CRR Article 273(2): Difference between revisions
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Amwelladmin (talk | contribs) Created page with "{{crrprov|273(2)}}. Where permitted by the competent authorities in accordance with Article 283(1) and (2), an institution may determine the exposure value for the following i..." |
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{{crrprov|273(2)}}. Where permitted by the competent authorities in accordance with Article 283(1) and (2), an institution may determine the exposure value for the following items using the Internal Model Method set out in Section 6: | {{crrprov|273(2)}}. Where permitted by the competent authorities in accordance with Article 283(1) and (2), an institution may determine the exposure value for the following items using the Internal Model Method set out in Section 6: | ||
(a) the contracts listed in Annex II; | :(a) the contracts listed in Annex II; | ||
(b) repurchase transactions; | :(b) repurchase transactions; | ||
(c) securities or commodities lending or borrowing transactions; | :(c) securities or commodities lending or borrowing transactions; | ||
(d) margin lending transactions; | :(d) margin lending transactions; | ||
(e) long settlement transactions.<br> | :(e) long settlement transactions.<br> | ||
Latest revision as of 12:58, 3 December 2014
273(2). Where permitted by the competent authorities in accordance with Article 283(1) and (2), an institution may determine the exposure value for the following items using the Internal Model Method set out in Section 6:
- (a) the contracts listed in Annex II;
- (b) repurchase transactions;
- (c) securities or commodities lending or borrowing transactions;
- (d) margin lending transactions;
- (e) long settlement transactions.