Template:CRR Article 92(3)(f)
92(3)(f) the risk weighted exposure amounts determined in accordance with Title II for counterparty risk arising from the trading book business of the institution for the following types of transactions and agreements:
- (i) contracts listed in Annex II and credit derivatives;
- (ii) repurchase transactions, securities or commodities lending or borrowing transactions based on securities or commodities;
- (iii) margin lending transactions based on securities or commodities;
- (iv) long settlement transactions.