F1ANNEX VIIICREDIT RISK MITIGATION
Annotations:
Amendments (Textual)
F1PART 3Calculating the effects of credit risk mitigation
F11.FUNDED CREDIT PROTECTION
F11.4.Financial collateral
F11.4.2.Financial Collateral Comprehensive Method
F1(b)Calculation of volatility adjustments to be applied
F1(i)Supervisory volatility adjustments
F136.The volatility adjustments to be applied under the Supervisory volatility adjustments approach (assuming daily revaluation) shall be those set out in Tables 1 to 4.
VOLATILITY ADJUSTMENTS
F137.
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F138.
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F139.
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F140.
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F141.
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Repealed by Directive 2013/36/EU of the European Parliament and of the Council of 26 June 2013 on access to the activity of credit institutions and the prudential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).