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Regulation (EU) No 575/2013 of the European Parliament and of the Council of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012 Text with EEA relevance

article  271

CELEX:  02013R0575-20250629

Determination of the exposure value
1. An institution shall determine the exposure value of derivative instruments listed in Annex II in accordance with this Chapter.
2. An institution may determine the exposure value of repurchase transactions, securities or commodities lending or borrowing transactions, long settlement transactions and margin lending transactions in accordance with this Chapter instead of making use of Chapter 4.