Updated 09/05/2024
In force

Version from: 09/01/2024
Amendments (1)
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Article 385 - Alternative to using CVA methods for calculating own funds requirements

Article 385

Alternative to using CVA methods for calculating own funds requirements

As an alternative to Article 384, for instruments referred to in Article 382 and subject to the prior consent of the competent authority, institutions using the Original Exposure Method as laid down in Article 282 may apply a multiplication factor of 10 to the resulting risk-weighted exposure amounts for counterparty credit risk for those exposures instead of calculating the own funds requirements for CVA risk.