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risk concentration

as defined in Directive 2002/87/EC of the European Parliament and of the Council of…, Article 2, point (19) (Definitions)

all risk exposures with a loss potential which is large enough to threaten the solvency or the financial position in general of the regulated entities in a financial conglomerate, whether such exposures are caused by counterparty risk/credit risk, investment risk, insurance risk, market risk, other risks, or a combination or interaction of such risks.

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