Article 223 › 5 CRR — REGULATION (EU) No 575/2013 OF THE EUROPEAN PARLIAMENT AND…

Article 223 › 5

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

Institutions shall calculate the fully adjusted value of the exposure (E*), taking into account both volatility and the risk-mitigating effects of collateral as follows: where: EVA the volatility adjusted value of the exposure as calculated in paragraph 3; CVAM CVA further adjusted for any maturity mismatch in accordance with the provisions of Section 5;

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Source: EUR-Lex CELLAR · retrieved 2026-09-04