Article 271

Capital Requirements Regulation (CRR) > PART THREE > TITLE II > CHAPTER 6 > Section 1 > Article 271
Article 271
Determination of the exposure value
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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.