Glossary

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Term Definition Legal instruments

total exposure measure

03/10/2017

THIS DEFINITION ONLY APPLIES TO THE LEVERAGE RATIO PART

has the meaning given by Article 429(4) of the CRR, as amended by the Commission Delegated Regulation (EU) 2015/62, save that a central bank claim of a firm shall be netted off against a deposit accepted by the firm, provided that:

(1) the central bank claim and deposit are denominated in the same currency; and

(2) where applicable, the date of contractual maturity of the central bank claim is the same as, or is before, the date of contractual maturity of the deposit.