Article 289 › 4
CRR
In addition to EPE, an institution shall measure and manage current exposures. Where appropriate, the institution shall measure current exposure gross and net of collateral. The use test is satisfied if an institution uses other CCR measures, such as peak exposure, based on the distribution of exposures generated by the same model to compute EPE.
← 3 · All articles · 5 →
Source: EUR-Lex CELLAR · retrieved 2026-09-04