Annex III Own volatility estimates of the haircuts to be applied to the market value of collateral for the purposes of Article 22
United Kingdom
Original text. Later amendments are not shown.
- 1The calculation of the adjusted value of the collateral shall meet all of the following conditions:
- 2Division 2
- 3Division 3
- 4Division 4
- 5The calculation of haircuts resulting from the application of point (c) of paragraph 1 shall meet all of the following conditions: