Article 13 Transactions for Which the Retention Requirement Does Not Apply as Referred to in Article 6(6) of Chapter 2
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Transactions for which the retention requirement does not apply, as referred to in Article 6(6) of Chapter 2, shall include securitisation positions in the correlation trading portfolio which are either reference instruments satisfying the criterion in Article 338(1)(b) of CRR or which are eligible for inclusion in the correlation trading portfolio.
- 01/11/2024