Article 1 Subject Matter
This Chapter 5 of this Large Exposures (CRR) Part of the PRA Rules specifies the conditions and methodologies used to determine the overall exposure of an institution to a client or a group of connected clients in respect of exposures through transactions with underlying assets and the conditions under which the structure of transactions with underlying assets does not constitute an additional exposure.
[Note: This rule corresponds to Article 1 of Part 2 of Regulation (EU) No 1187/2014 as it applied immediately before revocation by the Treasury.]
- 01/01/2022