lexiara

(a)

CRR

institutions may calculate the amount of holdings on the basis of the net long position provided that both the following conditions are met: the long and short positions are in the same underlying exposure and the short positions involve no counterparty risk; either both the long and the short positions are held in the trading book or both are held in the non-trading book;

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Source: EUR-Lex (Cellar) · retrieved 2026-09-25 · Text as adopted (Official Journal); later amendments are not incorporated in this text.