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Technical Standards
2016
Commission Delegated Regulation (EU) 2016/101
CHAPTER II SIMPLIFIED APPROACH FOR THE DETERMINATI...
Article 5 Determination of AVAs under the simplifi...

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Article 5 Determination of AVAs under the simplified approach

01/01/2021

Institutions shall calculate AVAs under the simplified approach as 0,1 % of the sum of the absolute value of fair-valued assets and liabilities which are included within the threshold calculation laid down in Article 4.

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