Part

Counterparty Credit Risk (CRR)

Article

Article 310 Own Funds Requirements for Unfunded Contributions to the Default Fund of a QCCP

Printed on: 01/05/2024

Rulebook at: 01/01/2022

Article 310 Own Funds Requirements for Unfunded Contributions to the Default Fund of a QCCP

An institution shall apply a 0% risk weight to its unfunded contributions to the default fund of a QCCP.

[Note: This rule corresponds to Article 310 of the CRR as it applied immediately before revocation by the Treasury.]

  • 01/01/2022