Introductory Text
Article 1.. . . . . . . . . ....
DEFINITIONS
Article 2.. . . . . . . . . ....
INITIAL CAPITAL
Article 3.. . . . . . . . . ....
PROVISIONS AGAINST RISKS
Article 4.. . . . . . . . . ....
MONITORING AND CONTROL OF LARGE EXPOSURES
Article 5.. . . . . . . . . ....
VALUATION OF POSITIONS FOR REPORTING PURPOSES
Article 6.. . . . . . . . . ....
SUPERVISION ON A CONSOLIDATED BASIS
Article 7.. . . . . . . . . ....
REPORTING REQUIREMENTS
Article 8.. . . . . . . . . ....
COMPETENT AUTHORITIES
Article 9.. . . . . . . . . ....
Article 10.. . . . . . . . . ....
TRANSITIONAL PROVISIONS
Article 11.. . . . . . . . . ....
Article 11a.. . . . . . . . . ....
FINAL PROVISIONS
Article 12.. . . . . . . . . ....
Article 13.. . . . . . . . . ....
REVIEW CLAUSE
Article 14.. . . . . . . . . ....
Article 15.. . . . . . . . . ....
ANNEX I
POSITION RISK
INTRODUCTION
Netting
1. . . . . . . . . . ....
2. . . . . . . . . . ....
3. . . . . . . . . . ....
Particular instruments 4. . . . . . . . . ....
4. . . . . . . . . . ....
5. . . . . . . . . . ....
6. . . . . . . . . . ....
7. . . . . . . . . . ....
8. . . . . . . . . . ....
9. . . . . . . . . . ....
10. . . . . . . . . . ....
11. . . . . . . . . . ....
Specific and general risks
12. . . . . . . . . . ....
TRADED DEBT INSTRUMENTS
13. . . . . . . . . . ....
Specific risk
14. . . . . . . . . . ....
General risk
(a) Maturity-based
15. . . . . . . . . . ....
16. . . . . . . . . . ....
17. . . . . . . . . . ....
18. . . . . . . . . . ....
19. . . . . . . . . . ....
20. . . . . . . . . . ....
21. . . . . . . . . . ....
22. . . . . . . . . . ....
23. . . . . . . . . . ....
(b) Duration-based
24. . . . . . . . . . ....
25. . . . . . . . . . ....
26. . . . . . . . . . ....
27. . . . . . . . . . ....
28. . . . . . . . . . ....
29. . . . . . . . . . ....
30. . . . . . . . . . ....
EQUITIES
31. . . . . . . . . . ....
32. . . . . . . . . . ....
33. . . . . . . . . . ....
34. . . . . . . . . . ....
Stock-index futures
35. . . . . . . . . . ....
36. . . . . . . . . . ....
37. . . . . . . . . . ....
38. . . . . . . . . . ....
UNDERWRITING
39. . . . . . . . . . ....
ANNEX II
SETTLEMENT AND COUNTER-PARTY RISK
SETTLEMENT/DELIVERY RISK
COUNTER-PARTY RISK
Free deliveries
3.1. . . . . . . . . . ....
3.2. . . . . . . . . . ....
Repurchase and reverse repurchase agreements, securities or commodities lending and...
4.1. . . . . . . . . . ....
4.2. . . . . . . . . . ....
OTC derivative instruments
OTHER
ANNEX III
FOREIGN-EXCHANGE RISK
ANNEX IV
OTHER RISKS
. . . . . . . . . ....
ANNEX V
OWN FUNDS
ANNEX VI
LARGE EXPOSURES
ANNEX VII
COMMODITIES RISK
Particular instruments
(a) Maturity ladder approach
(b) Simplified approach
ANNEX VIII
INTERNAL MODELS