Council Directive 93/6/EEC of 15 March 1993 on the capital adequacy of investments firms and credit institutions (repealed) (c. 6)

1. Introductory Text

2. Article 1. . . . . . . . . . ....

3. DEFINITIONS

   1. Article 2. . . . . . . . . . ....

4. INITIAL CAPITAL

   1. Article 3. . . . . . . . . . ....

5. PROVISIONS AGAINST RISKS

   1. Article 4. . . . . . . . . . ....

6. MONITORING AND CONTROL OF LARGE EXPOSURES

   1. Article 5. . . . . . . . . . ....

7. VALUATION OF POSITIONS FOR REPORTING PURPOSES

   1. Article 6. . . . . . . . . . ....

8. SUPERVISION ON A CONSOLIDATED BASIS

   1. Article 7. . . . . . . . . . ....

9. REPORTING REQUIREMENTS

   1. Article 8. . . . . . . . . . ....

10. COMPETENT AUTHORITIES

    1. Article 9. . . . . . . . . . ....

    2. Article 10. . . . . . . . . . ....

11. TRANSITIONAL PROVISIONS

    1. Article 11. . . . . . . . . . ....

    2. Article 11a. . . . . . . . . . ....

12. FINAL PROVISIONS

    1. Article 12. . . . . . . . . . ....

    2. Article 13. . . . . . . . . . ....

13. REVIEW CLAUSE

    1. Article 14. . . . . . . . . . ....

    2. Article 15. . . . . . . . . . ....

14. 1. ANNEX I

       POSITION RISK

       1. INTRODUCTION

          1. Netting

             1. 1. . . . . . . . . . ....

             2. 2. . . . . . . . . . ....

             3. 3. . . . . . . . . . ....

          2. Particular instruments 4. . . . . . . . . ....

             1. 4. . . . . . . . . . ....

             2. 5. . . . . . . . . . ....

             3. 6. . . . . . . . . . ....

             4. 7. . . . . . . . . . ....

             5. 8. . . . . . . . . . ....

             6. 9. . . . . . . . . . ....

             7. 10. . . . . . . . . . ....

             8. 11. . . . . . . . . . ....

          3. Specific and general risks

             1. 12. . . . . . . . . . ....

       2. TRADED DEBT INSTRUMENTS

          1. 13. . . . . . . . . . ....

          2. Specific risk

             1. 14. . . . . . . . . . ....

          3. General risk

             1. (a) Maturity-based

                1. 15. . . . . . . . . . ....

                2. 16. . . . . . . . . . ....

                3. 17. . . . . . . . . . ....

                4. 18. . . . . . . . . . ....

                5. 19. . . . . . . . . . ....

                6. 20. . . . . . . . . . ....

                7. 21. . . . . . . . . . ....

                8. 22. . . . . . . . . . ....

                9. 23. . . . . . . . . . ....

             2. (b) Duration-based

                1. 24. . . . . . . . . . ....

                2. 25. . . . . . . . . . ....

                3. 26. . . . . . . . . . ....

                4. 27. . . . . . . . . . ....

                5. 28. . . . . . . . . . ....

                6. 29. . . . . . . . . . ....

                7. 30. . . . . . . . . . ....

       3. EQUITIES

          1. 31. . . . . . . . . . ....

          2. Specific risk

             1. 32. . . . . . . . . . ....

             2. 33. . . . . . . . . . ....

          3. General risk

             1. 34. . . . . . . . . . ....

          4. Stock-index futures

             1. 35. . . . . . . . . . ....

             2. 36. . . . . . . . . . ....

             3. 37. . . . . . . . . . ....

             4. 38. . . . . . . . . . ....

       4. UNDERWRITING

          1. 39. . . . . . . . . . ....

    2. ANNEX II

       SETTLEMENT AND COUNTER-PARTY RISK

       1. SETTLEMENT/DELIVERY RISK

          1. 1. . . . . . . . . . ....

          2. 2. . . . . . . . . . ....

       2. COUNTER-PARTY RISK

          1. Free deliveries

             1. 3.1. . . . . . . . . . ....

             2. 3.2. . . . . . . . . . ....

          2. Repurchase and reverse repurchase agreements, securities or commodities lending and...

             1. 4.1. . . . . . . . . . ....

             2. 4.2. . . . . . . . . . ....

          3. OTC derivative instruments

             1. 5. . . . . . . . . . ....

       3. OTHER

          1. 6. . . . . . . . . . ....

    3. ANNEX III

       FOREIGN-EXCHANGE RISK

       1. 1. . . . . . . . . . ....

       2. 2. . . . . . . . . . ....

       3. 3.1. . . . . . . . . . ....

       4. 3.2. . . . . . . . . . ....

       5. 4. . . . . . . . . . ....

       6. 5. . . . . . . . . . ....

       7. 6. . . . . . . . . . ....

       8. 7. . . . . . . . . . ....

       9. 8. . . . . . . . . . ....

       10. 9. . . . . . . . . . ....

       11. 10. . . . . . . . . . ....

       12. 11. . . . . . . . . . ....

    4. ANNEX IV

       OTHER RISKS

       1. . . . . . . . . . ....

    5. ANNEX V

       OWN FUNDS

       1. 1. . . . . . . . . . ....

       2. 2. . . . . . . . . . ....

       3. 3. . . . . . . . . . ....

       4. 4. . . . . . . . . . ....

       5. 5. . . . . . . . . . ....

       6. 6. . . . . . . . . . ....

       7. 7. . . . . . . . . . ....

       8. 8. . . . . . . . . . ....

       9. 9. . . . . . . . . . ....

    6. ANNEX VI

       LARGE EXPOSURES

       1. 1. . . . . . . . . . ....

       2. 2. . . . . . . . . . ....

       3. 3. . . . . . . . . . ....

       4. 4. . . . . . . . . . ....

       5. 5. . . . . . . . . . ....

       6. 6. . . . . . . . . . ....

       7. 7. . . . . . . . . . ....

       8. 8. . . . . . . . . . ....

       9. 9. . . . . . . . . . ....

       10. 10. . . . . . . . . . ....

    7. ANNEX VII

       COMMODITIES RISK

       1. 1. . . . . . . . . . ....

       2. 2. . . . . . . . . . ....

       3. 3. . . . . . . . . . ....

       4. 4. . . . . . . . . . ....

       5. 5. . . . . . . . . . ....

       6. 6. . . . . . . . . . ....

       7. 7. . . . . . . . . . ....

       8. Particular instruments

          1. 8. . . . . . . . . . ....

          2. 9. . . . . . . . . . ....

          3. 10. . . . . . . . . . ....

          4. 11. . . . . . . . . . ....

          5. 12. . . . . . . . . . ....

          6. (a) Maturity ladder approach

             1. 13. . . . . . . . . . ....

             2. 14. . . . . . . . . . ....

             3. 15. . . . . . . . . . ....

             4. 16. . . . . . . . . . ....

             5. 17. . . . . . . . . . ....

             6. 18. . . . . . . . . . ....

          7. (b) Simplified approach

             1. 19. . . . . . . . . . ....

             2. 20. . . . . . . . . . ....

    8. ANNEX VIII

       INTERNAL MODELS

       1. 1. . . . . . . . . . ....

       2. 2. . . . . . . . . . ....

       3. 3. . . . . . . . . . ....

       4. 4. . . . . . . . . . ....

       5. 5. . . . . . . . . . ....

       6. 6. . . . . . . . . . ....

       7. 7. . . . . . . . . . ....

       8. 8. . . . . . . . . . ....

       9. 9. . . . . . . . . . ....

       10. 10. . . . . . . . . . ....

       11. 11. . . . . . . . . . ....

       12. 12. . . . . . . . . . ....

       13. 13. . . . . . . . . . ....

       14. 14. . . . . . . . . . ....