Article 273 › 5 CRR — REGULATION (EU) No 575/2013 OF THE EUROPEAN PARLIAMENT AND…

Article 273 › 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

Where credit default swaps sold by an institution are treated by an institution as credit protection provided by that institution and are subject to own funds requirement for credit risk of the underlying for the full notional amount, their exposure value for the purposes of CCR in the non-trading book shall be zero.

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