1.   When calculating the exposure value of a netting set for counterparty credit risk in accordance with the approaches set out in Part 3, Title II, Chapter 6, Sections 3, 4 or 5, where relevant, of Regulation (EU) No 575/2013, institutions shall apply the following:

(a)	where the institution is not able to calculate the replacement cost of the netting set according to the relevant approach, due to missing inputs, that institution shall use the sum of notional amounts of all the derivatives in the netting set as the replacement cost;

(b)	where the institution is not able to calculate the potential future exposure of the netting set according to the relevant approach, due to missing inputs, that institution shall replace it by 0,15 times the sum of notional amounts of all the derivatives in the netting set.

2.   When calculating the exposure value for counterparty credit risk in accordance with paragraph 1, where the notional amount of the derivatives in the netting set is unknown, institutions shall use a conservative estimation based on the maximum notional amount of the derivatives allowed under a CIU’s mandate to determine the exposure value of that netting set.

3.   For the purposes of paragraphs 1 and 2, where it is not possible for institutions to ascertain the relevant netting sets for a certain type of derivative in the CIU, they shall assume that the CIU has entered into a single derivative with the maximum notional amount permitted by the mandate for that type of derivative.