Article 271 CRR — Determination of the exposure value

Article 271 — Determination of the exposure value

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

1. An institution shall determine the exposure value of derivative instruments listed in Annex II in accordance with this Chapter. 2. An institution may determine the exposure value of repurchase transactions, securities or commodities lending or borrowing transactions, long settlement transactions and margin lending transactions in accordance with this Chapter instead of making use of Chapter 4.

← 270 · All articles · 1 →

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