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Article number: 51
The portion of the average currency spread that is attributable to a realistic assessment of expected losses, unexpected credit risk or any other risk referred to in Article 77d(3) and (4) of Directive 2009/138/EC shall be calculated in the same manner as the fundamental spread referred to in Article 77c (2) of Directive 2009/138/EC and Article 54 of this Regulation.
Metadata
RULEBOOK TOPIC: SUBSECTION 3 - Volatility Adjustment
RULEBOOK CATEGORY: DELEGATED REGULATION (EU) 2015/35
Last update on: 03 May 2021