hedging set
as defined in Directive 2006/48/EC of the European Parliament and of the Council of 14 June…
a group of risk positions from the transactions within a single netting set for which only their balance is relevant for determining the exposure value under the Standardised Method set out in Part 5.
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Also defined in
- CRR 32013R0575, Article 272, point (6)
a group of risk positions arising from the transactions within a single netting set, where only the balance of those risk positions is used for determining the exposure value under the Standardised Method set out in Section 5;