2021-07-06

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.

Luxembourg

Commission de Surveillance du Secteur Financier

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Published on 6 July 2021

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CSSF circular

on the conditions for the application of the alternative treatment of institutions’ exposures related to ‘tri-party repurchase agreements’ for large exposures purposes (EBA/GL/2021/01)

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