- Y Diweddaraf sydd Ar Gael (Diwygiedig)
- Gwreiddiol (Fel y’i mabwysiadwyd gan yr UE)
Commission Implementing Regulation (EU) No 680/2014Dangos y teitl llawn
Commission Implementing Regulation (EU) No 680/2014 of 16 April 2014 laying down implementing technical standards with regard to supervisory reporting of institutions according to Regulation (EU) No 575/2013 of the European Parliament and of the Council (Text with EEA relevance)
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- Rheoliadau yn deillio o’r UE
- 2014 No. 680
- ANNEX I
- Annex I Table 18
Pa Fersiwn
Rhagor o Adnoddau
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Legislation originating from the EU
When the UK left the EU, legislation.gov.uk published EU legislation that had been published by the EU up to IP completion day (31 December 2020 11.00 p.m.). On legislation.gov.uk, these items of legislation are kept up-to-date with any amendments made by the UK since then.
Mae hon yn eitem o ddeddfwriaeth sy’n deillio o’r UE
Mae unrhyw newidiadau sydd wedi cael eu gwneud yn barod gan y tîm yn ymddangos yn y cynnwys a chyfeirir atynt gydag anodiadau.Ar ôl y diwrnod ymadael bydd tair fersiwn o’r ddeddfwriaeth yma i’w gwirio at ddibenion gwahanol. Y fersiwn legislation.gov.uk yw’r fersiwn sy’n weithredol yn y Deyrnas Unedig. Y Fersiwn UE sydd ar EUR-lex ar hyn o bryd yw’r fersiwn sy’n weithredol yn yr UE h.y. efallai y bydd arnoch angen y fersiwn hon os byddwch yn gweithredu busnes yn yr UE. EUR-Lex Y fersiwn yn yr archif ar y we yw’r fersiwn swyddogol o’r ddeddfwriaeth fel yr oedd ar y diwrnod ymadael cyn cael ei chyhoeddi ar legislation.gov.uk ac unrhyw newidiadau ac effeithiau a weithredwyd yn y Deyrnas Unedig wedyn. Mae’r archif ar y we hefyd yn cynnwys cyfraith achos a ffurfiau mewn ieithoedd eraill o EUR-Lex. The EU Exit Web Archive legislation_originated_from_EU_p3
Status:
EU_status_warning_original_version
This legislation may since have been updated - see the latest available (revised) version
C 12.00 — CREDIT RISK: SECURITISATIONS - STANDARDISED APPROACH TO OWN FUNDS REQUIREMENTS (CR SEC SA)
ANNEX I Table 18: rows 1 - 34
| TOTAL AMOUNT OF SECURITISATI0N EXPOSURES ORIGINATED | SYNTHETIC SECURITISATIONS: CREDIT PROTECTION TO THE SECURITISED EXPOSURES | SECURITISATION POSITIONS | (-) VALUE ADJUSTMENTS AND PROVISIONS | EXPOSURE NET OF VALUE ADJUSTMENTS AND PROVISIONS | CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE | NET EXPOSURE AFTER CRM SUBSTITUTION EFFECTS PRE CONVERSION FACTORS | (-) CREDIT RISK MITIGATION TECHNIQUES AFFECTING THE AMOUNT OF THE EXPOSURE: FUNDED CREDIT PROTECTION FINANCIAL COLLATERAL COMPREHENSIVE METHOD ADJUSTED VALUE (Cvam) | FULLY ADJUSTED EXPOSURE VALUE (E*) | BREAKDOWN OF THE FULLY ADJUSTED EXPOSURE VALUE (E*) OF OFF BALANCE SHEET ITEMS ACCORDING TO CONVERSION FACTORS | EXPOSURE VALUE | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | RISK-WEIGHTED EXPOSURE AMOUNT | OVERALL EFFECT (ADJUSTMENT) DUE TO INFRINGEMENT OF THE DUE DILIGENCE PROVISIONS | ADJUSTMENT TO THE RISK-WEIGHTED EXPOSURE AMOUNT DUE TO MATURITY MISMATCHES | TOTAL RISK-WEIGHTED EXPOSURE AMOUNT | MEMORANDUM ITEM: RISK WEIGHTED EXPOSURE AMOUNT CORRESPONDING TO THE OUTFLOWS FROM THE SA SECURITISATION TO OTHER EXPOSURE CLASSES | |||||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| (-) FUNDED CREDIT PROTECTION (Cva) | (-) TOTAL OUTFLOWS | NOTIONAL AMOUNT RETAINED OR REPURCHASED OF CREDIT PROTECTION | ORIGINAL EXPOSURE PRE CONVERSION FACTORS | (-) UNFUNDED CREDIT PROTECTION: ADJUSTED VALUES (Ga) | (-) FUNDED CREDIT PROTECTION | SUBSTITUTION OF THE EXPOSURE DUE TO CRM | 0 % | >0 % and <=20 % | >20 % and <=50 % | >50 % and <=100 % | (-) DEDUCTED FROM OWN FUNDS | SUBJECT TO RISK WEIGHTS | RATED (CREDIT QUALITY STEPS) | 1250% | LOOK-THROUGH | INTERNAL ASSESMENT APPROACH | ||||||||||||||||||||||||
| (-) UNFUNDED CREDIT PROTECTION ADJUSTED VALUES (G*) | (-) TOTAL OUTFLOWS | TOTAL INFLOWS | CQS 1 | CQS 2 | CQS 3 | CQS 4 | ALL OTHER CQS | UNRATED | OF WHICH: SECOND LOSS IN ABCP | OF WHICH: AVERAGE RISK WEIGHT (%) | AVERAGE RISK WEIGHT (%) | OF WHICH: SYNTHETIC SECURITISATIONS | BEFORE CAP | AFTER CAP | ||||||||||||||||||||||||||
| 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | 190 | 200 | 210 | 220 | 230 | 240 | 250 | 260 | 270 | 280 | 290 | 300 | 310 | 320 | 330 | 340 | 350 | 360 | 370 | 380 | 390 | ||
| 010 | TOTAL EXPOSURES | Cell linked to CA | ||||||||||||||||||||||||||||||||||||||
| 020 | OF WHICH: RE-SECURITISATIONS | Cell linked to CA | ||||||||||||||||||||||||||||||||||||||
| 030 | ORIGINATOR: TOTAL EXPOSURES | |||||||||||||||||||||||||||||||||||||||
| 040 | ON-BALANCE SHEET ITEMS | |||||||||||||||||||||||||||||||||||||||
| 050 | SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||
| 060 | RE-SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||
| 070 | OFF-BALANCE SHEET ITEMS AND DERIVATIVES | |||||||||||||||||||||||||||||||||||||||
| 080 | SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||
| 090 | RE-SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||
| 100 | EARLY AMORTISATION | |||||||||||||||||||||||||||||||||||||||
| 110 | INVESTOR: TOTAL EXPOSURES | |||||||||||||||||||||||||||||||||||||||
| 120 | ON-BALANCE SHEET ITEMS | |||||||||||||||||||||||||||||||||||||||
| 130 | SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||
| 140 | RE-SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||
| 150 | OFF-BALANCE SHEET ITEMS AND DERIVATIVES | |||||||||||||||||||||||||||||||||||||||
| 160 | SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||
| 170 | RE-SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||
| 180 | SPONSOR: TOTAL EXPOSURES | |||||||||||||||||||||||||||||||||||||||
| 190 | ON-BALANCE SHEET ITEMS | |||||||||||||||||||||||||||||||||||||||
| 200 | SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||
| 210 | RE-SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||
| 220 | OFF-BALANCE SHEET ITEMS AND DERIVATIVES | |||||||||||||||||||||||||||||||||||||||
| 230 | SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||
| 240 | RE-SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||
| BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: | ||||||||||||||||||||||||||||||||||||||||
| 250 | CQS 1 | |||||||||||||||||||||||||||||||||||||||
| 260 | CQS 2 | |||||||||||||||||||||||||||||||||||||||
| 270 | CQS 3 | |||||||||||||||||||||||||||||||||||||||
| 280 | CQS 4 | |||||||||||||||||||||||||||||||||||||||
| 290 | ALL OTHER CQS AND UNRATED | |||||||||||||||||||||||||||||||||||||||
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