5.

An institution shall be required to hold capital against the CCR arising from exposures due to the following: OTC derivative instruments and credit derivatives; Repurchase agreements, reverse repurchase agreements, securities or commodities lending or borrowing transactions based on securities or commodities included in the trading book; margin lending transactions based on securities or commodities; and long settlement transactions.

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