- Y Diweddaraf sydd Ar Gael (Diwygiedig)
- Pwynt Penodol mewn Amser (31/01/2020)
- Gwreiddiol (Fel y’i mabwysiadwyd gan yr UE)
Directive 2006/48/EC of the European Parliament and of the Council of 14 June 2006 relating to the taking up and pursuit of the business of credit institutions (recast) (Text with EEA relevance) (repealed)
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TITLE II REQUIREMENTS FOR ACCESS TO THE TAKING UP AND PURSUIT OF THE BUSINESS OF CREDIT INSTITUTIONS
TITLE III PROVISIONS CONCERNING THE FREEDOM OF ESTABLISHMENT AND THE FREEDOM TO PROVIDE SERVICES
TITLE IV RELATIONS WITH THIRD COUNTRIES
TITLE V PRINCIPLES AND TECHNICAL INSTRUMENTS FOR PRUDENTIAL SUPERVISION AND DISCLOSURE
CHAPTER 4 Supervision and disclosure by competent authorities
TITLE VII TRANSITIONAL AND FINAL PROVISIONS
11. Credit institutions may use the following formulae to determine the...
12. The risk positions are to be grouped into hedging sets....
13. For interest rate risk positions from money deposits received from...
17. Underlying financial instruments other than debt instruments shall be assigned...
18. The CCR multipliers (CCRM) for the different hedging set categories...
TECHNICAL CRITERIA CONCERNING THE ORGANISATION AND TREATMENT OF RISKS
1. EXPOSURES TO CENTRAL GOVERNMENTS OR CENTRAL BANKS
3. EXPOSURES TO ADMINISTRATIVE BODIES AND NON-COMMERCIAL UNDERTAKINGS
14. EXPOSURES TO INSTITUTIONS AND CORPORATES WITH A SHORT-TERM CREDIT ASSESSMENT...
15. EXPOSURES IN THE FORM OF COLLECTIVE INVESTMENT UNDERTAKINGS (CIUS)
PART 2 Recognition of ECAIs and mapping of their credit assessments
PART 3 Use of ECAIs' credit assessments for the determination of risk weights
INTERNAL RATINGS BASED APPROACH
PART 1 Risk weighted exposure amounts and expected loss amounts
1. CALCULATION OF RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT RISK
1.1. Risk weighted exposure amounts for exposures to corporates, institutions and...
1.3. Risk weighted exposure amounts for equity exposures
1.4. Risk weighted exposure amounts for other non credit-obligation assets
2. CALCULATION OF RISK WEIGHTED EXPOSURE AMOUNTS FOR DILUTION RISK OF...
3. CALCULATION OF EXPECTED LOSS AMOUNTS
30. The expected loss amounts for exposures to corporates, institutions, central...
31. The EL values for specialised lending exposures where credit institutions...
32. The expected loss amounts for equity exposures where the risk...
33. The expected loss amounts for equity exposures where the risk...
35. The expected loss amounts for dilution risk of purchased receivables...
PART 4 Minimum requirements for IRB Approach
2.2. Overall requirements for estimation
57. If a credit institution uses data that is pooled across...
2.2.3. Requirements specific to own-conversion factor estimates
2.2.4. Minimum requirements for assessing the effect of guarantees and credit...
4. CALCULATION OF RISK WEIGHTED EXPOSURE AMOUNTS FOR EQUITY EXPOSURES UNDER...
5. CORPORATE GOVERNANCE AND OVERSIGHT
1.1. On-balance sheet netting agreements (other than master netting agreements covering...
1.2. Master netting agreements covering repurchase transactions and/or securities or commodities...
1.4. Minimum requirements for the recognition of real estate collateral
1.5. Minimum requirements for the recognition of receivables as collateral
1.6. Minimum requirements for the recognition of other physical collateral
1.7. Minimum requirements for treating lease exposures as collateralised
1.8. Minimum requirements for the recognition of other funded credit protection...
PART 3 Calculating the effects of credit risk mitigation
1.3. Master netting agreements covering repurchase transactions and/or securities or commodities...
1.3.1. Calculation of the fully-adjusted exposure value
(a) Using the ‘Supervisory’ volatility adjustments or the ‘Own Estimates’ volatility...
1.3.2. Calculating risk-weighted exposure amounts and expected loss amounts for repurchase...
1.4.2. Financial Collateral Comprehensive Method
(c) Calculating risk-weighted exposure amounts and expected loss amounts
1.6. Calculating risk-weighted exposure amounts and expected loss amounts in the...
PART 5 Combinations of credit risk mitigation in the Standardised Approach
1. MINIMUM REQUIREMENTS FOR RECOGNITION OF SIGNIFICANT CREDIT RISK TRANSFER IN...
2. MINIMUM REQUIREMENTS FOR RECOGNITION OF SIGNIFICANT CREDIT RISK TRANSFER IN...
2. An originator credit institution of a synthetic securitisation may calculate...
2a. Unless the competent authority decides on a case- by-case basis...
2b. For the purposes of point 2a, mezzanine securitisation positions means...
2d. In addition, the transfer shall comply with the following conditions:...
3. ORIGINATOR CREDIT INSTITUTIONS' CALCULATION OF RISK-WEIGHTED EXPOSURE AMOUNTS FOR EXPOSURES...
2. CALCULATION OF RISK-WEIGHTED EXPOSURE AMOUNTS UNDER THE STANDARDISED APPROACH
6. Subject to point 8, the risk-weighted exposure amount of a...
2.3. Treatment of securitisation positions in a second loss tranche or...
2.5. Additional capital requirements for securitisations of revolving exposures with early...
2.6. Recognition of credit risk mitigation on securitisation positions
3. CALCULATION OF RISK-WEIGHTED EXPOSURE AMOUNTS UNDER THE INTERNAL RATINGS BASED...
3.6. Recognition of credit risk mitigation in respect of securitisation positions...
3.7. Additional capital requirements for securitisations of revolving exposures with early...
TECHNICAL CRITERIA ON REVIEW AND EVALUATION BY THE COMPETENT AUTHORITIES
TECHNICAL CRITERIA ON TRANSPARENCY AND DISCLOSURE
1. The risk management objectives and policies of the credit institution...
2. The following information shall be disclosed regarding the scope of...
3. The following information shall be disclosed by the credit institutions...
4. The following information shall be disclosed regarding the compliance by...
5. The following information shall be disclosed regarding the credit institution's...
6. The following information shall be disclosed regarding the credit institution's...
7. For credit institutions calculating the risk-weighted exposure amounts in accordance...
10. The following information shall be disclosed by each credit institution...
11. The following information shall be disclosed by the credit institutions...
12. The following information shall be disclosed regarding the exposures in...
13. The following information shall be disclosed by credit institutions on...
14. Credit institutions calculating risk weighted exposure amounts in accordance with...
15. The following information, including regular, at least annual, updates, shall...
PART 3 Qualifying requirements for the use of particular instruments or methodologies
ATTACHMENTS
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