F1TITLE I VALUATION AND RISK-BASED CAPITAL REQUIREMENTS (PILLAR I), ENHANCED GOVERNANCE (PILLAR II) AND INCREASED TRANSPARENCY (PILLAR III)

F1CHAPTER VSOLVENCY CAPITAL REQUIREMENT STANDARD FORMULA

F1SECTION 6Counterparty default risk module

F1Subsection 3Type 2 exposures

F1Article 202Type 2 exposures

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