Article 276 › 3 CRR — REGULATION (EU) No 575/2013 OF THE EUROPEAN PARLIAMENT AND…

Article 276 › 3

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

For the purposes of the calculation under paragraph 2: (a) eligible collateral received from a counterparty shall have a positive sign and collateral posted to a counterparty shall have a negative sign; (b) only collateral that is eligible under Article 197, Article 198 and Article 299(2)(d) shall be used for the SM; (c) an institution may disregard the interest rate risk from payment legs with a remaining maturity of less than one year; (d) an institution may treat transactions that consist of two payment legs that are denominated in the same currency as a single aggregate transaction. The treatment for payment legs applies to the aggregate transaction.

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