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risk position

as defined in Directive 2006/48/EC of the European Parliament and of the Council of 14 June…

a risk number that is assigned to a transaction under the Standardised Method set out in Part 5 following a predetermined algorithm.

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Also defined in

  • CRR 32013R0575, Article 272, point (5)
    a risk number that is assigned to a transaction under the Standardised Method set out in Section5 following a predetermined algorithm;