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art_1__point_90__table__12

Text with EEA relevance.
Regulation (EU) 2019/876 of the European Parliament and of the Council of 20 May 2019 amending Regulation (EU) No 575/2013 as regards the leverage ratio, the net stable funding ratio, requirements for own funds and eligible liabilities, counterparty credit risk, market risk, exposures to central counterparties, exposures to collective investment undertakings, large exposures, reporting and disclosure requirements, and Regulation (EU) No 648/2012 (Text with EEA relevance.) · European Union

| JTDshort = min {LGD · V + P&Lshort + Adjustmentshort; 0} where: JTDlong = the gross JTD amount for the long exposure; JTDshort = the gross JTD amount for the short exposure; and V = the fair value of the equity or, in the case of derivative instruments with equity underlyings, the fair value of the equity underlying.

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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.