For the purpose of calculating KCCP referred to in Article 50a(2), the following provisions shall apply:
(a) CCPs shall calculate the value of the exposures they have to their clearing members as follows:
(i) for exposures arising from contracts and transactions listed in points (a) and (c) of Article 301(1) of Regulation (EU) No 575/2013, CCPs shall calculate the value in accordance with the method set out in Section 3 of Chapter 6 of Title II of Part Three of that Regulation by using a margin period of risk of 10 business days;
(ii) for exposures arising from contracts and transactions listed in point (b) of Article 301(1) of Regulation (EU) No 575/2013, CCPs shall calculate the value (EADi) in accordance with the following formula:
All values in this formula shall relate to the valuation at the end of the day before the margin called on the final margin call of that day is exchanged;
(iii) for situations referred to in the third sentence of the second subparagraph of Article 301(1)
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