F1ANNEX VIIICREDIT RISK MITIGATION
Annotations:
Amendments (Textual)
F1PART 3Calculating the effects of credit risk mitigation
F11.FUNDED CREDIT PROTECTION
F11.3.Master netting agreements covering repurchase transactions and/or securities or commodities lending or borrowing transactions and/or other capital market-driven transactions
F11.3.1.Calculation of the fully-adjusted exposure value
F1(a)Using the ‘Supervisory’ volatility adjustments or the ‘Own Estimates’ volatility adjustments approaches
F19.
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Repealed by Directive 2013/36/EU of the European Parliament and of the Council of 26 June 2013 on access to the activity of credit institutions and the prudential supervision of credit institutions and investment firms, amending Directive 2002/87/EC and repealing Directives 2006/48/EC and 2006/49/EC (Text with EEA relevance).