Article 335

Path:
Capital Requirements Regulation (CRR) > PART THREE > TITLE IV > CHAPTER 2 > Section 2 > Sub-Section 1 > Article 335
Title:
Article 335
Description: 
Cap on the own funds requirement for a net position
Main content: 

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.