lexiara

art_1__point_74__point_b__10__table__2

Text with EEA relevance.

A | = | the attachment point of the tranche; for a nth-to-default credit derivative transaction based on reference entities k, A = (n – 1)/k; and D | = | the detachment point of the tranche; for a nth-to-default credit derivative transaction based on reference entities k, D = n/k;

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Source: EUR-Lex (Cellar) · retrieved 2026-10-12 · Text as adopted (Official Journal); later amendments are not incorporated in this text.