Article 281 › 2

For interest rate risk positions from the following: (a) money deposits received from the counterparty as collateral; (b) a payment legs; (c) underlying debt instruments, to which in each case a capital charge of 1,60 % or less applies in accordance with Table 1 of Article 336, institutions shall assign those positions to one of the six hedging sets for each currency set out in Table 4.

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