- Y Diweddaraf sydd Ar Gael (Diwygiedig)
- Gwreiddiol (Fel y’i mabwysiadwyd gan yr UE)
Commission Delegated Regulation (EU) 2017/390Dangos y teitl llawn
Commission Delegated Regulation (EU) 2017/390 of 11 November 2016 supplementing Regulation (EU) No 909/2014 of the European Parliament and of the Council with regard to regulatory technical standards on certain prudential requirements for central securities depositories and designated credit institutions offering banking-type ancillary services (Text with EEA relevance)
You are here:
Pa Fersiwn
Nodweddion Uwch
- Dangos Graddfa Ddaearyddol(e.e. Lloegr, Cymru, Yr Alban aca Gogledd Iwerddon)
- Dangos Llinell Amser Newidiadau
Rhagor o Adnoddau
PDF o Fersiynau Diwygiedig
- ddiwygiedig 10/03/20170.38 MB
Deddfwriaeth yn deillio o’r UE
Pan adawodd y DU yr UE, cyhoeddodd legislation.gov.uk ddeddfwriaeth yr UE a gyhoeddwyd gan yr UE hyd at ddiwrnod cwblhau’r cyfnod gweithredu (31 Rhagfyr 2020 11.00 p.m.). Ar legislation.gov.uk, mae'r eitemau hyn o ddeddfwriaeth yn cael eu diweddaru'n gyson ag unrhyw ddiwygiadau a wnaed gan y DU ers hynny.
Mae'r eitem hon o ddeddfwriaeth yn tarddu o'r UE
Mae legislation.gov.uk yn cyhoeddi fersiwn y DU. Mae EUR-Lex yn cyhoeddi fersiwn yr UE. Mae Archif Gwe Ymadael â’r UE yn rhoi cipolwg ar fersiwn EUR-Lex o ddiwrnod cwblhau’r cyfnod gweithredu (31 Rhagfyr 2020 11.00 p.m.).
Changes over time for: Article 5
Changes to legislation:
Commission Delegated Regulation (EU) 2017/390, Article 5 is up to date with all changes known to be in force on or before 16 February 2025. There are changes that may be brought into force at a future date. Changes that have been made appear in the content and are referenced with annotations.
EUR 2017 No. 390 may be subject to amendment by EU Exit Instruments made by the Prudential Regulation Authority under powers set out in The Financial Regulators' Powers (Technical Standards etc.) (Amendment etc.) (EU Exit) Regulations 2018 (S.I. 2018/1115), regs. 2, 3, Sch. Pt. 2. These amendments are not currently available on legislation.gov.uk. Details of relevant amending instruments can be found on their website/s.
EUR 2017 No. 390 may be subject to amendment by EU Exit Instruments made by the Bank of England under powers set out in The Financial Regulators' Powers (Technical Standards etc.) (Amendment etc.) (EU Exit) Regulations 2018 (S.I. 2018/1115), regs. 2, 3, Sch. Pt. 3. These amendments are not currently available on legislation.gov.uk. Details of relevant amending instruments can be found on their website/s.
Changes to Legislation
Revised legislation carried on this site may not be fully up to date. Changes and effects are recorded by our editorial team in lists which can be found in the ‘Changes to Legislation’ area. Where those effects have yet to be applied to the text of the legislation by the editorial team they are also listed alongside the legislation in the affected provisions. Use the ‘more’ link to open the changes and effects relevant to the provision you are viewing.
Changes and effects yet to be applied to Article 5:
- Regulation revoked by 2023 c. 29 Sch. 1 Pt. 1 3
Article 5U.K.Level of capital requirements for investment risk
1.A CSD shall calculate its capital requirements for investment risk as the sum of the following:
(a)8 % of the CSD's risk-weighted exposure amounts relating to both of the following:
(i)
credit risk in accordance with paragraph 2;
(ii)
counterparty credit risk in accordance with paragraph 3;
(b)the CSD's capital requirements for market risk in accordance with paragraphs 4 and 5.
2.For the calculation of a CSD's risk-weighted exposure amounts for credit risk, the following shall apply:
(a)where the CSD is not authorised in accordance with point (a) of Article 54(2) of Regulation (EU) No 909/2014 to provide banking-type ancillary services, the CSD shall apply the Standardised Approach for credit risk referred to in Articles 107 to 141 of Regulation (EU) No 575/2013 in combination with Article 192 to 241 of that Regulation on credit risk mitigation;
(b)where a CSD is authorised in accordance with point (a) of Article 54(2) of Regulation (EU) No 909/2014 to provide banking-type ancillary services but does not have permission to use the Internal Ratings Based Approach (IRB Approach) set out in Articles 142 to 191 of Regulation (EU) No 575/2013, the CSD shall apply the Standardised Approach for credit risk set out in Articles 107 to 141 of Regulation (EU) No 575/2013 in combination with the provisions on credit risk mitigation set out in Articles 192 to 241 of Regulation (EU) No 575/2013;
(c)where a CSD is authorised in accordance with point (a) of Article 54(2) of Regulation (EU) No 909/2014 to provide banking-type ancillary services and has permission to use the IRB Approach, the CSD shall apply the IRB Approach for credit risk provided for in Articles 142 to 191 of Regulation (EU) No 575/2013 in combination with the provisions on credit risk mitigation set out in Articles 192 to 241 of Regulation (EU) No 575/2013.
3.For the calculation of a CSD's risk-weighted exposure amounts for counterparty credit risk, a CSD shall use both of the following:
(a)one of the methods set out in Articles 271 to 282 of Regulation (EU) No 575/2013;
(b)the Financial Collateral Comprehensive Method applying the volatility adjustments provided for in Articles 220 to 227 of Regulation (EU) No 575/2013.
4.A CSD that satisfies any of the following conditions shall calculate its capital requirements for market risk, in accordance with the provisions of Articles 102 to 106 and 325 to 361 of Regulation (EU) No 575/2013, including through the use of derogation for small trading book business provided in Article 94 of that Regulation:
(a)a CSD that is not authorised in accordance with point (a) of Article 54(2) of Regulation (EU) No 909/2014;
(b)a CSD that is authorised in accordance with point (a) of Article 54(2) of Regulation (EU) No 909/2014 but is not permitted to use internal models to calculate own funds requirements for market risk.
5.A CSD authorised in accordance with point (a) of Article 54(2) of Regulation (EU) No 909/2014 to provide banking-type ancillary services and permitted to use internal models to calculate own funds requirements for market risk, shall calculate its capital requirements for market risk in accordance with Articles 102 to 106 and 362 to 376 of Regulation (EU) No 575/2013.
Options/Cymorth
Print Options
PrintThe Whole Regulation
PrintThe Whole Title
PrintThis Article only
Mae deddfwriaeth ar gael mewn fersiynau gwahanol:
Y Diweddaraf sydd Ar Gael (diwygiedig):Y fersiwn ddiweddaraf sydd ar gael o’r ddeddfwriaeth yn cynnwys newidiadau a wnaed gan ddeddfwriaeth ddilynol ac wedi eu gweithredu gan ein tîm golygyddol. Gellir gweld y newidiadau nad ydym wedi eu gweithredu i’r testun eto yn yr ardal ‘Newidiadau i Ddeddfwriaeth’.
Gwreiddiol (Fel y’i mabwysiadwyd gan yr UE): Mae'r wreiddiol version of the legislation as it stood when it was first adopted in the EU. No changes have been applied to the text.
Gweler y wybodaeth ychwanegol ochr yn ochr â’r cynnwys
Rhychwant ddaearyddol: Indicates the geographical area that this provision applies to. For further information see ‘Frequently Asked Questions’.
Dangos Llinell Amser Newidiadau: See how this legislation has or could change over time. Turning this feature on will show extra navigation options to go to these specific points in time. Return to the latest available version by using the controls above in the What Version box.
Dewisiadau Agor
Dewisiadau gwahanol i agor deddfwriaeth er mwyn gweld rhagor o gynnwys ar y sgrin ar yr un pryd
Rhagor o Adnoddau
Gallwch wneud defnydd o ddogfennau atodol hanfodol a gwybodaeth ar gyfer yr eitem ddeddfwriaeth o’r tab hwn. Yn ddibynnol ar yr eitem ddeddfwriaeth sydd i’w gweld, gallai hyn gynnwys:
- y PDF print gwreiddiol y fel adopted version that was used for the EU Official Journal
- rhestr o newidiadau a wnaed gan a/neu yn effeithio ar yr eitem hon o ddeddfwriaeth
- pob fformat o’r holl ddogfennau cysylltiedig
- slipiau cywiro
- dolenni i ddeddfwriaeth gysylltiedig ac adnoddau gwybodaeth eraill
Llinell Amser Newidiadau
Mae’r llinell amser yma yn dangos y fersiynau gwahanol a gymerwyd o EUR-Lex yn ogystal ag unrhyw fersiynau dilynol a grëwyd ar ôl y diwrnod ymadael o ganlyniad i newidiadau a wnaed gan ddeddfwriaeth y Deyrnas Unedig.
Cymerir dyddiadau fersiynau’r UE o ddyddiadau’r dogfennau ar EUR-Lex ac efallai na fyddant yn cyfateb â’r adeg pan ddaeth y newidiadau i rym ar gyfer y ddogfen.
Ar gyfer unrhyw fersiynau a grëwyd ar ôl y diwrnod ymadael o ganlyniad i newidiadau a wnaed gan ddeddfwriaeth y Deyrnas Unedig, bydd y dyddiad yn cyd-fynd â’r dyddiad cynharaf y daeth y newid (e.e. ychwanegiad, diddymiad neu gyfnewidiad) a weithredwyd i rym. Am ragor o wybodaeth gweler ein canllaw i ddeddfwriaeth ddiwygiedig ar Ddeall Deddfwriaeth.
Rhagor o Adnoddau
Defnyddiwch y ddewislen hon i agor dogfennau hanfodol sy’n cyd-fynd â’r ddeddfwriaeth a gwybodaeth am yr eitem hon o ddeddfwriaeth. Gan ddibynnu ar yr eitem o ddeddfwriaeth sy’n cael ei gweld gall hyn gynnwys:
- y PDF print gwreiddiol y fel adopted fersiwn a ddefnyddiwyd am y copi print
- slipiau cywiro
liciwch ‘Gweld Mwy’ neu ddewis ‘Rhagor o Adnoddau’ am wybodaeth ychwanegol gan gynnwys
- rhestr o newidiadau a wnaed gan a/neu yn effeithio ar yr eitem hon o ddeddfwriaeth
- manylion rhoi grym a newid cyffredinol
- pob fformat o’r holl ddogfennau cysylltiedig
- dolenni i ddeddfwriaeth gysylltiedig ac adnoddau gwybodaeth eraill
Mae’r holl gynnwys ar gael dan Drwydded Llywodraeth Agored v3.0 ac eithrio ble nodir yn wahanol. Yn ychwanegol mae’r safle hwn â chynnwys sy’n deillio o EUR-Lex, a ailddefnyddiwyd dan delerau Penderfyniad y Comisiwn 2011/833/EU ar ailddefnyddio dogfennau o sefydliadau’r UE. Am ragor o wybodaeth gweler ddatganiad cyhoeddus Swyddfa Gyhoeddiadau’r UE ar ailddefnyddio.