In respect of those transactions referred to in Article 89 of Regulation (EU) No 648/2012 and entered into with a pension scheme arrangement as defined in Article 2 of that Regulation, institutions shall not calculate own funds requirements for CVA risk as provided for in Article 382(4)(c) of this Regulation.
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Chapter 1 · Own funds requirements, unrealised gains and losses measured at fair value and deductions › Section 5 · Additional filters and deductions › Article 482
Scope of application for derivatives transactions with pension funds
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