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EBA Consultation on draft RTS for determining proxy spread and limited smaller portfolios for credit valuation adjustment under Article 383(7) of CRR (EBA/CP/2016/04)The draft amending RTS have been developed according to Article 383(7) of Regulation (EU) No 575/2013 which mandates the EBA to develop draft RTS to specify how a proxy spread is to be determined for the purposes of identifying si and LGDMKT
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