Glossary

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Term Definition Legal instruments

equity exposures

31/12/2020

THIS DEFINITION ONLY APPLIES TO THE CREDIT RISK PART

means exposures that meet the criteria in either:

(1) Article 133 of the CRR; or 

(2) Article 147(6) of the CRR, if a firm has permission to use internal models in accordance with Chapter 3, Title II, Part Three of the CRR