exposure values and risk‑weighted exposure amounts for such exposures fin.

[Ruslan Star]

Помогите, специалисты в этой области! Даю полный контекст...

COUNTERPARTY CREDIT RISK (CCR)
5. An institution shall be required to hold capital against the CCR arising from exposures due to the following:
(a) OTC derivative instruments and credit derivatives;
(b) Repurchase agreements, reverse repurchase agreements, securities or commodities lending or borrowing
transactions based on securities or commodities included in the trading book;
(c) margin lending transactions based on securities or commodities; and
(d) long settlement transactions.

6. Subject to the provisions of points 7 to 10,

exposure values and risk‑weighted exposure amounts for such exposures

shall be calculated in accordance with the provisions of Section 3 of Chapter 2 of Title V of Directive 2006/48/EC with
references to ‘credit institutions’ in that Section interpreted as references to ‘institutions’, references to ‘parent credit
institutions’ interpreted as references to ‘parent institutions’, and with concomitant terms interpreted accordingly.

[Irisha]

Очень ИМХО:

размеры рисковых позиций и позиций, взвешенных по риску...

[lоpuh]

а что там в provisions of points 7 to 10? и в Section 3 of Chapter 2 of Title V of Directive 2006/48/EC ? :)

ИМхо речь идет о создании резервов под возможные потери и требуется определить величину риска (в процентах от суммы сделок) и ... дальше без контекста - никакой уверенности