Part

Counterparty Credit Risk

Chapter

Recognition of Netting: Interest Rate Derivatives

Printed on: 29/04/2024

Rulebook at: 01/01/2014

3

Recognition of Netting: Interest Rate Derivatives

3.1

For the purpose of Article 298(4) of the CRR, a firm must use the original maturity of the interest-rate contract.

  • 01/01/2014