2018 No. 1401
The Capital Requirements (Amendment) (EU Exit) Regulations 2018 (revoked)F1
Made
Coming into force in accordance with regulation 1
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F1PART 1Introduction
Citation and commencementF11
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InterpretationF12
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F1PART 2Amendment of secondary legislation: European Communities Act 1972
2008 RegulationsF13
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2013 RegulationsF14
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2013 Reporting RegulationsF15
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2014 RegulationsF16
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F1PART 3Amendment of secondary legislation: European Union (Withdrawal) Act 2018
F1CHAPTER 1Amendment of 2008 Regulations
Amendments to the Regulated Covered Bonds Regulations 2008F17
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Regulation 2 (eligible property)F18
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Regulation 41 (notification of the Commission)F19
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F1CHAPTER 2Amendment of 2013 Regulations
Amendments to the Capital Requirements Regulations 2013F110
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Regulation 2 (interpretation)F111
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Regulation 2A (insertion of new paragraph)F112
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Regulation 4 (main provisions)F113
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Regulation 5 (capital buffers and Article 458 of the capital requirements regulation)F114
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Regulations 6 (co-operation within the European System of Financial Supervision) to 17 (Duties to notify EBA and EIOPA)F115
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Regulations 18 (general disclosures required of PRA and FCA) to 19 (specific disclosures required of the PRA and FCA)F116
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Regulation 20 (determination of the consolidating supervisor)F117
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Regulation 21 (assessment of equivalent of consolidated supervision by supervisory authorities in non-EEA states)F118
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Regulations 22 (co-ordination and co-operation arrangements) to 33 (colleges of supervisors)F119
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Regulation 34 (supervisory powers: own funds)F120
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Regulations 34A and 34B (insertion of new paragraphs)F121
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Regulation 35 (specific liquidity requirements)F122
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Regulation 35A (insertion of new paragraphs)F123
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Regulation 36 (employee remuneration)F124
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Regulation 37 (diversity practices)F125
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Regulation 38 (consultation with the EBA)F126
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Regulation 39 (meaning of “permission” and “protected item” in this part)F127
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Regulation 45 (misleading the PRA or FCA)F128
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F1CHAPTER 3Amendment of the 2013 Reporting Regulations
Amendments to the Capital Requirements (Country-by-Country Reporting) Regulations 2013F129
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Regulation 1 (citation, commencement and interpretation)F130
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Regulation 2 (ongoing reporting obligation)F131
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Regulation 3 (interim reporting obligation)F132
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Regulation 5 (prior disclosure: prevention of duplication)F133
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F1CHAPTER 4Amendment of the 2014 Regulations
Amendments to the Capital Requirements (Capital Buffers and Macro-prudential Measures) Regulations 2014F134
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Regulation 2 (interpretation)F135
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Regulation 6 (exemption for small and medium-sized investment firms)F136
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Chapter 1, Part 3 (designated authority and interpretation)F137
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Regulation 7 (designated authority)F138
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Regulation 8 (meaning of “UK institution”)F139
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Regulation 9 (the buffer guide)F140
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Regulation 10 (countercyclical buffer rate)F141
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Regulation 12 (announcement of changes to the buffer rate)F142
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Regulation 12A (insertion of new paragraph)F143
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Regulation 14 (buffer rates for EEA exposures)F144
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Regulation 15 (buffer rates for exposures outside the EEA)F145
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Regulation 17 (date of application of buffer rates)F146
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Regulation 18 (announcement of changes to buffer rates)F147
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Regulation 19A (institution-specific countercyclical capital buffer and holding companies)F147A
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Regulation 20 (exemption for small and medium-sized investment firms)F148
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Regulation 21 (designated authority)F149
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Regulation 22 (G-SIIs: location and nature)F150
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Regulation 23 (identification methodology)F151
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Regulation 24 (sub-categories of G-SII and corresponding buffer rates)F152
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Regulation 25 (re-allocation in exercise of sound supervisory judgment)F152A
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Regulation 26 (notification, publication and review)F153
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Regulation 27 (Appeals)F153A
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Regulation 28 (transitional provision: 1st January 2016 to 31st December 2019)F154
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Regulation 29 (designated authority)F155
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Regulation 30 (O-SIIs: location and nature)F156
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Regulation 31 (identification of O-SIIs)F157
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Regulation 32 (notification, publication and review)F158
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Regulation 33 (Appeals)F158A
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Regulation 34 (no requirement to maintain an O-SII buffer)F159
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Part 5A (Systemic Risk Buffer)F160
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Combined buffer requirementF160A
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F1PART 4Amendment of retained direct EU legislation
F1CHAPTER 1Amendment of the Capital Requirements Regulation
Amendments to the Capital Requirements RegulationF161
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Article 1 (scope)F162
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Article 2 (supervisory powers)F163
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Article 4(1) (definitions)F164
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Article 4(2) (definitions)F165
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Article 4A and 4B (insertion of new paragraphs)F166
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Article 6 (general principles)F167
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Article 7 (derogation from the application of prudential requirements on an individual basis)F168
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Article 8 (derogation from the application of liquidity requirements on an individual basis)F169
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Article 9 (individual consolidation method)F170
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Article 10 (waiver for credit institutions permanently affiliated to a central body)F171
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Article 11 (general treatment)F172
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Article 13 (application of disclosure requirements on a consolidated basis)F173
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Article 14 (application of requirements of Part Five on a consolidated basis)F174
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Article 15 (derogation from the application of own funds requirements on a consolidated basis for groups of investment firms)F175
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Article 17 (supervision of investment firms waived from the application of own funds requirements on a consolidated basis)F176
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Article 18 (methods for prudential consolidation)F177
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Article 19 (entities excluded from the scope of prudential consolidation)F178
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Article 20 (joint decisions on prudential requirements)F179
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Article 21 (joint decisions on the level of application of liquidity requirements)F180
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Article 23 (undertakings in third countries)F181
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Article 26 (Common Equity Tier 1 items)F182
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Article 27 (capital instruments of mutual, cooperative societies, savings institutions or similar institutions in Common Equity Tier 1 items)F183
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Article 28 (Common Equity Tier 1 instruments)F184
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Article 29 (capital instruments issued by mutuals, cooperative societies, savings institutions and similar institutions)F185
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Article 31 (capital instruments subscribed by public authorities in emergency situations)F186
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Article 33 (cash flow hedges and changes in the value of own liabilities)F187
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Article 36 (deductions from Common Equity Tier 1 items)F188
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Article 38 (deduction of deferred tax assets that rely on future profitability)F189
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Article 39 (tax overpayments, tax loss carry backs and deferred tax assets that do not rely on future profitability)F190
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Article 49 (requirement for deduction where consolidation, supplementary supervision or institutional protection schemes are applied)F191
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Article 52 (additional Tier 1 instruments)F192
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Article 77 (conditions for reducing own funds)F193
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Article 78 (supervisory permission for reducing own funds)F194
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Article 80 (continuing review of quality of own funds)F195
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Article 81 (minority interests that qualify for inclusion in consolidated Common Equity Tier 1 capital)F196
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Article 82 (qualifying Additional Tier 1, Tier 1, Tier 2 capital and qualifying own funds)F197
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Article 84 (minority interests included in consolidated Common Equity Tier 1 capital)F198
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Article 85 (qualifying Tier 1 instruments included in consolidated Tier 1 capital)F199
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Article 87 (qualifying own funds included in consolidated own funds)F1100
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Article 89 (risk weighting and prohibition of qualifying holdings outside the financial sector)F1101
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Article 91 (exceptions)F1102
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Article 95 (own funds requirements for investment first with limited authorisation to provide investment services)F1103
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Article 96 (own funds requirements for investment firms which hold initial capital)F1104
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Article 97 (own funds based on fixed overheads)F1105
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Article 98 (own funds for investment firms on a consolidated basis)F1106
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Article 99 (reporting on own funds requirements and financial information)F1107
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Article 100 (additional reporting requirements)F1108
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Article 101 (specific reporting requirements)F1109
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Article 107 (approaches to credit risk)F1110
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Article 113 (calculation of risk weighted exposure amounts)F1111
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Article 114 (exposures to central governments or central banks)F1112
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Article 115 (exposures to regional governments or local authorities)F1113
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Article 116 (exposures to public sector entities)F1114
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Article 117 (exposures to multilateral development banks)F1115
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Article 118 (exposures to international organisations)F1116
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Article 119 (exposures to institutions)F1117
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Article 123 (retain exposures)F1118
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Article 124 (exposures secured by mortgages on immovable property)F1119
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Article 125 (exposures fully and completely secured by mortgages on residential property)F1120
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Article 126 (exposures fully and completely secured by mortgages on commercial immovable property)F1121
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Article 128 (items associated with particular high risk)F1122
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Article 129 (exposures in the form of covered bonds)F1123
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Article 132 (exposures in the form of units or shares in CIUs)F1124
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Article 134 (other items)F1125
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Article 135 (use of credit assessments by ECAIs)F1126
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Article 138 (general requirements)F1127
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Article 142 (definitions)F1128
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Article 150 (conditions for permanent partial use)F1129
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Article 154 (risk weighted exposure amounts for retail exposures)F1130
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Article 160 (probability of default)F1131
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Article 162 (maturity)F1132
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Article 164 (loss given default)F1133
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Article 178 (default of an obligor)F1134
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Article 192 (definitions)F1135
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Article 197 (eligibility of collateral under all approaches and methods)F1136
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Article 199 (additional eligibility for collateral under the IRB Approach)F1137
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Article 201 (eligibility of protection providers under all approaches)F1138
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Article 202 (eligibility of protection providers under the IRB Approach which qualify for the treatment set out in Article 153(3))F1139
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Article 212 (requirements for other funded credit protection)F1140
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Article 224 (supervisory volatility adjustment under the Financial Collateral Comprehensive Method)F1141
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Article 227 (conditions for applying a 0% volatility adjustment under the Financial Collateral Comprehensive Method)F1142
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Article 229 (valuation principles for other eligible collateral under the IRB approach)F1143
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Article 230 (calculating risk-weighted exposures amounts and expected loss amounts for other eligible collateral under the IRB Approach)F1144
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Article 277 (transactions with a linear risk profile)F1145
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Article 290 (stress testing)F1146
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Article 292 (integrity of the modelling process)F1147
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Article 295 (recognition of contractual netting as risk-reducing)F1148
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Article 296 (recognition of contractual netting agreements)F1149
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Article 299 (items in the trading book)F1150
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Article 311 (own funds requirements for exposures to CCPs that cease to meet certain conditions)F1151
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Article 312 (permission and notification)F1152
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Article 315 (own funds requirement)F1153
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Article 316 (relevant indicator)F1154
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Article 317 (own funds requirement)F1155
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Article 323 (impact of insurance and other risk transfer mechanisms)F1156
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Article 325 (allowances for consolidated requirements)F1157
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Article 327 (netting)F1158
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Article 329 (options and warrants)F1159
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Article 336 (own funds requirements for non-securitisation debt instruments)F1160
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Article 340 (duration-based calculation of general risk)F1161
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Article 344 (stock indices)F1162
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Article 349 (general criteria for CIUs)F1163
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Article 354 (closely correlated currencies)F1164
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Article 365 (VaR and stressed VaR calculation)F1165
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Article 372 (requirement to have an internal IRC model)F1166
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Article 377 (requirements for an internal model for correlation trading)F1167
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Article 382 (scope)F1168
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Article 383 (advanced method)F1169
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Article 391 (definition of an institution for large exposures purposes)F1170
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Article 395 (limits to large exposures)F1171
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Article 396 (compliance with large exposures requirements)F1172
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Article 400 (exemptions)F1173
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Article 402 (exposures arising from mortgage lending)F1174
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Article 411 (definitions)F1175
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Article 412 (liquidity coverage requirements)F1176
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F1177
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Article 413 (stable funding)F1178
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Article 416 (reporting on liquid assets)F1179
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Article 419 (currencies with constraints on the availability of liquid assets)F1180
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Article 420 (liquidity outflows)F1181
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Article 421 (outflows on retail deposits)F1182
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Article 422 (outflows on other liabilities)F1183
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Article 424 (outflows from credit and liquidity facilities)F1184
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Article 425 (inflows)F1185
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Article 427 (items providing stable funding)F1186
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Article 428 (items requiring stable funding)F1187
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Article 429 (calculation of the leverage ratio)F1188
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Article 430 (reporting requirement)F1189
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Article 432 (non-material, proprietary or confidential information)F1190
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Article 433 (frequency of disclosure)F1191
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Article 436 (scope of application)F1192
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Article 438 (capital requirements)F1193
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Article 440 (capital buffers)F1194
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Article 441 (indicators of global systemic importance)F1195
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Article 443 (unencumbered assets)F1196
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Article 444 (use of ECAIs)F1197
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Article 450 (remuneration policy)F1198
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Article 452 (use of the IRB Approach to credit risk)F1199
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Heading of Part 9F1200
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Article 458 (macroprudential or systemic risk identified at the level of a Member State)F1201
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Article 462 (exercise of the delegation)F1202
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Article 463 (objections to regulatory technical standards)F1203
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Article 464 (European Banking Committee)F1204
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Article 464A and 464B (insertion of new paragraphs)F1205
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Article 473a (introduction of IFRS 9)F1206
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Article 483 (grandfathering of State aid instruments)F1207
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Article 484 (eligibility for grandfathering of items)F1208
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Article 485 (eligibility for inclusion in Common Equity Tier 1)F1209
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Article 493 (transitional provisions for large exposures)F1210
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Article 497 (own funds requirements for exposures to CCPs)F1211
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Article 498 (exemption for Commodities dealers)F1212
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Article 501 (capital requirements deduction for credit risk on exposures to SMEs)F1213
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Article 501c to 519b (reports and reviews)F1214
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Article 521 (entry into force and date of application)F1215
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Article 522 (insertion of new paragraph)F1216
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Annex I (classification of off-balance sheet items)F1217
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Annex II (types of derivative)F1218
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Annex III (items subject to supplementary reporting of liquid assets)F1219
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F1CHAPTER 2Amendment of Capital Requirements Regulation to transfer powers to the Treasury
General transfer of powers to the TreasuryF1220
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Specific transfer of powers to the TreasuryF1221
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F1CHAPTER 3Amendment of Capital Requirements Regulation to transfer powers to the FCA and PRA
European Supervisory Authorities' functions in the Capital Requirements Regulation transferred to both the FCA and PRAF1222
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European Supervisory Authorities' functions in the Capital Requirements Regulation transferred to only the PRAF1223
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Other functions transferredF1224
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Amendment to use of term “competent authorities”F1225
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F1CHAPTER 4Amendment of Liquidity Commission Delegated Regulation
Amendments to the Liquidity Commission Delegated RegulationF1226
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Article 2 (scope and application)F1227
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Article 3 (definitions)F1228
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Article 4 (the liquidity coverage ratio)F1229
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Article 7 (general requirements for liquid assets)F1230
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Article 8 (operational requirements)F1231
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Article 10 (level 1 assets)F1232
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Article 11 (level 2A assets)F1233
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Article 12 (level 2B assets)F1234
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Article 16 (deposits and other funding in cooperative networks and institutional protection schemes)F1235
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Article 19 (alternative liquidity approaches)F1236
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Article 23 (additional liquidity outflows for other products and services)F1237
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Article 24 (outflows from stable retail deposits)F1238
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Article 25 (outflows from other retail deposits)F1239
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Article 26 (outflows with inter-dependent inflows)F1240
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Article 27 (outflows from operational deposits)F1241
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Article 28 (outflows from other liabilities)F1242
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Article 29 (outflows within a group or an institutional protection scheme)F1243
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Article 30 (additional outflows)F1244
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Article 31 (outflows from credit and liquidity facilities)F1245
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Article 32 (inflows)F1246
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Article 33 (cap on inflows)F1247
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Article 34 (inflows within a group or an institutional protection scheme)F1248
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Article 35 (grandfathering of Member State-guaranteed bank assets)F1249
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Article 36 (transitional provision for Member State-sponsored impaired asset management agencies)F1250
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Final provisionF1251
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F1CHAPTER 5Amendment of G-SII Commission Delegated Regulation
Amendments to the G-SII Commission Delegated RegulationF1252
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Article 3 (common parameters for the methodology)F1253
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Final provisionF1254
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F1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Regulations revoked (29.8.2023) by Financial Services and Markets Act 2023 (c. 29), s. 86(3), Sch. 1 Pt. 2 (with s. 1(4)); S.I. 2023/779, reg. 3(b), Sch.