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Capital Requirements Regulation (CRR)
Article 271

Article 271 — Determination of the exposure value

  1. An institution shall determine the exposure value of derivative instruments listed in Annex II in accordance with this Chapter.
  2. An institution may determine the exposure value of repurchase transactions, securities or commodities lending or borrowing transactions, long settlement transactions and margin lending transactions in accordance with this Chapter instead of making use of Chapter 4.