Article 335

Capital Requirements Regulation (CRR) > PART THREE > TITLE IV > CHAPTER 2 > Section 2 > Sub-Section 1 > Article 335
Article 335
Cap on the own funds requirement for a net position
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The institution may cap the own funds requirement for specific risk of a net position in a debt instrument at the maximum possible default-risk related loss. For a short position, that limit may be calculated as a change in value due to the instrument or, where relevant, the underlying names immediately becoming default risk-free.