art_384__para_1__item_5__text_2 CRR — REGULATION (EU) No 575/2013 OF THE EUROPEAN PARLIAMENT AND…

art_384__para_1__item_5__text_2

CRR

REGULATION (EU) No 575/2013 OF THE EUROPEAN PARLIAMENT AND OF THE COUNCIL of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012 (Text with EEA relevance) · European Union

dem vollen Nominalwert eines oder mehrerer gekaufter und zur Absicherung des CVA-Risikos verwendeter Index-Kreditausfallswaps. Dieser Nominalwert wird anhand des folgenden Faktors abgezinst: (1 – e^(–0.05 · M_(ind)) / 0.05 · M_(ind))

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Source: EUR-Lex (Cellar) · retrieved 2026-09-25 · Text as adopted (Official Journal); later amendments are not incorporated in this text.