Article 5 Determination of AVAs Under the Simplified Approach
Institutions shall calculate AVAs under the simplified approach as 0.1% of the sum of the absolute value of fair-valued assets and liabilities which are included within the threshold calculation laid down in Article 4.
[Note: This rule corresponds to Article 5 of Part 2 of Regulation (EU) No 2016/101 as it applied immediately before revocation by the Treasury.]
- 29/06/2021