Regulatory Alerts2021-07-06
CSSF Circular 21/776 on the application of alternative treatment for tri-party repurchase agreements under large exposures rules
The CSSF issued Circular 21/776 to implement the EBA guidelines regarding the alternative treatment of exposures linked to tri-party repurchase agreements for large exposures purposes. This document establishes the specific conditions under which institutions may apply this alternative treatment to their exposures. It ensures compliance with the regulatory framework defined in EBA/GL/2021/01 for calculating large exposure limits.
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