Article 271

Path:
Capital Requirements Regulation (CRR) > PART THREE > TITLE II > CHAPTER 6 > Section 1 > Article 271
Title:
Article 271
Description: 
Determination of the exposure value
Main content: 

1. An institution shall determine the exposure value of derivative instruments listed in Annex II in accordance with this Chapter.

2. An institution may determine the exposure value of repurchase transactions, securities or commodities lending or borrowing transactions, long settlement transactions and margin lending transactions in accordance with this Chapter instead of making use of Chapter 4.