QA2020-82 - r334 calculation
Atribute | Detail |
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Resolution Reporting Subject Matter | Guidance |
Guidance Documents | Derivatives |
Taxonomy | - |
Unique Identifier |
QA2020-82 |
Question
In the calculation of prudential netting as defined by CRR's artivle 429 shall we include the potential future exposures?
Response
Row 334 should be compliant with all prudential criteria, therefore the future exposure add-on should be included therein.
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