An institution's specific risk portfolio shall be considered to comprise a large number of material positions in debt instruments of different issuers where the portfolio includes more than 100 positions, each of which is greater than EUR 2500000, whether those positions are net long or net short, as defined in Article 327 of Regulation (EU) No 575/2013.
You are viewing Article 2 Definition of large number of material positions in debt instruments of different issuers according to Article 77(4) of Directive 2013/36/EU as of Article 2 Definition of large number of material positions in debt instruments of different issuers according to Article 77(4) of Directive 2013/36/EU was last updated on 01/01/2021.