F1PART 4Amendment of retained direct EU legislation
F1CHAPTER 1Amendment of the Capital Requirements Regulation
Amendments to the Capital Requirements RegulationF161
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Article 1 (scope)F162
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Article 2 (supervisory powers)F163
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Article 4(1) (definitions)F164
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Article 4(2) (definitions)F165
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Article 4A and 4B (insertion of new paragraphs)F166
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Article 6 (general principles)F167
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Article 7 (derogation from the application of prudential requirements on an individual basis)F168
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Article 8 (derogation from the application of liquidity requirements on an individual basis)F169
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Article 9 (individual consolidation method)F170
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Article 10 (waiver for credit institutions permanently affiliated to a central body)F171
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Article 11 (general treatment)F172
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Article 13 (application of disclosure requirements on a consolidated basis)F173
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Article 14 (application of requirements of Part Five on a consolidated basis)F174
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Article 15 (derogation from the application of own funds requirements on a consolidated basis for groups of investment firms)F175
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Article 17 (supervision of investment firms waived from the application of own funds requirements on a consolidated basis)F176
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Article 18 (methods for prudential consolidation)F177
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Article 19 (entities excluded from the scope of prudential consolidation)F178
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Article 20 (joint decisions on prudential requirements)F179
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Article 21 (joint decisions on the level of application of liquidity requirements)F180
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Article 23 (undertakings in third countries)F181
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Article 26 (Common Equity Tier 1 items)F182
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Article 27 (capital instruments of mutual, cooperative societies, savings institutions or similar institutions in Common Equity Tier 1 items)F183
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Article 28 (Common Equity Tier 1 instruments)F184
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Article 29 (capital instruments issued by mutuals, cooperative societies, savings institutions and similar institutions)F185
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Article 31 (capital instruments subscribed by public authorities in emergency situations)F186
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Article 33 (cash flow hedges and changes in the value of own liabilities)F187
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Article 36 (deductions from Common Equity Tier 1 items)F188
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Article 38 (deduction of deferred tax assets that rely on future profitability)F189
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Article 39 (tax overpayments, tax loss carry backs and deferred tax assets that do not rely on future profitability)F190
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Article 49 (requirement for deduction where consolidation, supplementary supervision or institutional protection schemes are applied)F191
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Article 52 (additional Tier 1 instruments)F192
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Article 77 (conditions for reducing own funds)F193
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Article 78 (supervisory permission for reducing own funds)F194
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Article 80 (continuing review of quality of own funds)F195
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Article 81 (minority interests that qualify for inclusion in consolidated Common Equity Tier 1 capital)F196
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Article 82 (qualifying Additional Tier 1, Tier 1, Tier 2 capital and qualifying own funds)F197
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Article 84 (minority interests included in consolidated Common Equity Tier 1 capital)F198
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Article 85 (qualifying Tier 1 instruments included in consolidated Tier 1 capital)F199
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Article 87 (qualifying own funds included in consolidated own funds)F1100
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Article 89 (risk weighting and prohibition of qualifying holdings outside the financial sector)F1101
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Article 91 (exceptions)F1102
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Article 95 (own funds requirements for investment first with limited authorisation to provide investment services)F1103
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Article 96 (own funds requirements for investment firms which hold initial capital)F1104
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Article 97 (own funds based on fixed overheads)F1105
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Article 98 (own funds for investment firms on a consolidated basis)F1106
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Article 99 (reporting on own funds requirements and financial information)F1107
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Article 100 (additional reporting requirements)F1108
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Article 101 (specific reporting requirements)F1109
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Article 107 (approaches to credit risk)F1110
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Article 113 (calculation of risk weighted exposure amounts)F1111
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Article 114 (exposures to central governments or central banks)F1112
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Article 115 (exposures to regional governments or local authorities)F1113
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Article 116 (exposures to public sector entities)F1114
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Article 117 (exposures to multilateral development banks)F1115
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Article 118 (exposures to international organisations)F1116
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Article 119 (exposures to institutions)F1117
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Article 123 (retain exposures)F1118
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Article 124 (exposures secured by mortgages on immovable property)F1119
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Article 125 (exposures fully and completely secured by mortgages on residential property)F1120
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Article 126 (exposures fully and completely secured by mortgages on commercial immovable property)F1121
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Article 128 (items associated with particular high risk)F1122
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Article 129 (exposures in the form of covered bonds)F1123
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Article 132 (exposures in the form of units or shares in CIUs)F1124
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Article 134 (other items)F1125
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Article 135 (use of credit assessments by ECAIs)F1126
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Article 138 (general requirements)F1127
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Article 142 (definitions)F1128
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Article 150 (conditions for permanent partial use)F1129
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Article 154 (risk weighted exposure amounts for retail exposures)F1130
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Article 160 (probability of default)F1131
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Article 162 (maturity)F1132
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Article 164 (loss given default)F1133
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Article 178 (default of an obligor)F1134
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Article 192 (definitions)F1135
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Article 197 (eligibility of collateral under all approaches and methods)F1136
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Article 199 (additional eligibility for collateral under the IRB Approach)F1137
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Article 201 (eligibility of protection providers under all approaches)F1138
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Article 202 (eligibility of protection providers under the IRB Approach which qualify for the treatment set out in Article 153(3))F1139
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Article 212 (requirements for other funded credit protection)F1140
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Article 224 (supervisory volatility adjustment under the Financial Collateral Comprehensive Method)F1141
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Article 227 (conditions for applying a 0% volatility adjustment under the Financial Collateral Comprehensive Method)F1142
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Article 229 (valuation principles for other eligible collateral under the IRB approach)F1143
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Article 230 (calculating risk-weighted exposures amounts and expected loss amounts for other eligible collateral under the IRB Approach)F1144
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Article 277 (transactions with a linear risk profile)F1145
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Article 290 (stress testing)F1146
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Article 292 (integrity of the modelling process)F1147
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Article 295 (recognition of contractual netting as risk-reducing)F1148
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Article 296 (recognition of contractual netting agreements)F1149
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Article 299 (items in the trading book)F1150
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Article 311 (own funds requirements for exposures to CCPs that cease to meet certain conditions)F1151
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Article 312 (permission and notification)F1152
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Article 315 (own funds requirement)F1153
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Article 316 (relevant indicator)F1154
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Article 317 (own funds requirement)F1155
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Article 323 (impact of insurance and other risk transfer mechanisms)F1156
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Article 325 (allowances for consolidated requirements)F1157
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Article 327 (netting)F1158
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Article 329 (options and warrants)F1159
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Article 336 (own funds requirements for non-securitisation debt instruments)F1160
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Article 340 (duration-based calculation of general risk)F1161
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Article 344 (stock indices)F1162
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Article 349 (general criteria for CIUs)F1163
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Article 354 (closely correlated currencies)F1164
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Article 365 (VaR and stressed VaR calculation)F1165
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Article 372 (requirement to have an internal IRC model)F1166
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Article 377 (requirements for an internal model for correlation trading)F1167
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Article 382 (scope)F1168
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Article 383 (advanced method)F1169
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Article 391 (definition of an institution for large exposures purposes)F1170
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Article 395 (limits to large exposures)F1171
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Article 396 (compliance with large exposures requirements)F1172
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Article 400 (exemptions)F1173
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Article 402 (exposures arising from mortgage lending)F1174
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Article 411 (definitions)F1175
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Article 412 (liquidity coverage requirements)F1176
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F1177
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Article 413 (stable funding)F1178
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Article 416 (reporting on liquid assets)F1179
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Article 419 (currencies with constraints on the availability of liquid assets)F1180
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Article 420 (liquidity outflows)F1181
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Article 421 (outflows on retail deposits)F1182
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Article 422 (outflows on other liabilities)F1183
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Article 424 (outflows from credit and liquidity facilities)F1184
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Article 425 (inflows)F1185
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Article 427 (items providing stable funding)F1186
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Article 428 (items requiring stable funding)F1187
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Article 429 (calculation of the leverage ratio)F1188
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Article 430 (reporting requirement)F1189
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Article 432 (non-material, proprietary or confidential information)F1190
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Article 433 (frequency of disclosure)F1191
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Article 436 (scope of application)F1192
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Article 438 (capital requirements)F1193
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Article 440 (capital buffers)F1194
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Article 441 (indicators of global systemic importance)F1195
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Article 443 (unencumbered assets)F1196
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Article 444 (use of ECAIs)F1197
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Article 450 (remuneration policy)F1198
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Article 452 (use of the IRB Approach to credit risk)F1199
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Heading of Part 9F1200
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Article 458 (macroprudential or systemic risk identified at the level of a Member State)F1201
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Article 462 (exercise of the delegation)F1202
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Article 463 (objections to regulatory technical standards)F1203
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Article 464 (European Banking Committee)F1204
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Article 464A and 464B (insertion of new paragraphs)F1205
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Article 473a (introduction of IFRS 9)F1206
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Article 483 (grandfathering of State aid instruments)F1207
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Article 484 (eligibility for grandfathering of items)F1208
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Article 485 (eligibility for inclusion in Common Equity Tier 1)F1209
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Article 493 (transitional provisions for large exposures)F1210
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Article 497 (own funds requirements for exposures to CCPs)F1211
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Article 498 (exemption for Commodities dealers)F1212
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Article 501 (capital requirements deduction for credit risk on exposures to SMEs)F1213
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Article 501c to 519b (reports and reviews)F1214
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Article 521 (entry into force and date of application)F1215
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Article 522 (insertion of new paragraph)F1216
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Annex I (classification of off-balance sheet items)F1217
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Annex II (types of derivative)F1218
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Annex III (items subject to supplementary reporting of liquid assets)F1219
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Regulations revoked (29.8.2023) by Financial Services and Markets Act 2023 (c. 29), s. 86(3), Sch. 1 Pt. 2 (with s. 1(4)); S.I. 2023/779, reg. 3(b), Sch.