anx_VII__cpt_4__point_4__text_1

Directive 2006/49/EC of the European Parliament and of the Council of 14 June 2006 on the capital adequacy of investment firms and credit institutions (recast) · European Union

Term trading-related repo‐style transactions that an institution accounts for in its non‐trading book may be included in the trading book for capital requirement purposes so long as all such repo-style transactions are included. For this purpose, trading‐related repo‐style transactions are defined as those that meet the requirements of Article 11(2) and of Annex VII, Part A, and both legs are in the form of either cash or securities includable in the trading book. Regardless of where they are booked, all repo‐style transactions are subject to a non‐trading book counterparty credit risk charge.

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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.