Updated 21/11/2024
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Article 3 - Identification of exposures resulting from transactions

Article 3

Identification of exposures resulting from transactions

1.   An institution shall determine the contribution to the overall exposure to a certain client or group of connected clients that results from a certain transaction in accordance with the methodology set out in Articles 4, 5 and 6.

The institution shall determine separately for each of the underlying assets its exposure to this underlying asset in accordance with Article 5.

2.   An institution shall assess whether a certain transaction constitutes an additional exposure in accordance with Article 7.