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anx_III__cpt_6__cpt_2__point_9__text_2

EffectiveEPE = Σ_(k=1)^(min(1 year;maturity))EffectiveEE_(tk)^(*)Δt_(k)

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Source: EUR-Lex (Cellar) · retrieved 2026-10-09 · Text as adopted (Official Journal); later amendments are not incorporated in this text.