Related provisions for IFPRU 4.8.26
1 - 5 of 5 items.
The FCA considers that there is scope within the UK CRR2 for a firm to recognise on-balance sheet netting (including in respect of cross-currency balances) through EAD as an alternative to LGD1 in cases where a firm meets the general conditions for on-balance1 sheet netting, as set out in article 205 of1 the UK CRR2. 11