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The Capital Requirements (Amendment) (EU Exit) Regulations 2019 (revoked)

S.I. 2019/1232 · Made 5 September 2019 · Extends to United Kingdom

Up to date with all changes known to legislation.gov.uk, revised to 29 August 2023.

Exiting The European Union

Financial Services And Markets

Made at 9.00 a.m. on 5th September 2019

Laid before Parliament at 3.00 p.m. on 5th September 2019

Coming into force in accordance with regulation 1

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Annotations to the whole text

Textual amendments

F1

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.

Contents

  1. Part Repealed
  2. Part 1: Introduction Repealed
  3. 1Citation and commencement Repealed
  4. 2Interpretation Repealed
  5. Part 2: Amendment of secondary legislation Repealed
  6. Chapter 1: Amendment of secondary legislation: European Union (Withdrawal) Act 2018 Repealed
  7. 3Amendment of the Exit Regulations Repealed
  8. Chapter 2: Amendment of secondary legislation: European Communities Act 1972 Repealed
  9. 4Amendment of the 2008 Regulations Repealed
  10. 5Amendment of the 2013 Regulations Repealed
  11. 6Amendment of the 2013 Reporting Regulations Repealed
  12. 7Amendment of the 2014 Regulations Repealed
  13. Part 3: Amendment of retained direct EU law Repealed
  14. 8Amendments to the Capital Requirements Regulation Repealed
  15. 9Article 1 (scope) Repealed
  16. 10Article 2 (supervisory powers) Repealed
  17. 11Article 4 (definitions) Repealed
  18. 12Article 4A (definitions: regulators' rules) Repealed
  19. 13Article 6 (general principles) Repealed
  20. 14Article 11 (general treatment) Not yet in force
  21. 15Article 12a (consolidated calculation for G-SIIs with multiple resolution entities) Repealed
  22. 16Article 13 (application of disclosure requirements on a consolidated basis) Repealed
  23. 17Article 18 (methods of prudential consolidation) Not yet in force
  24. 18Article 26 (Common Equity Tier 1 items) Repealed
  25. 19Article 28 (Common Equity Tier 1 instruments) Repealed
  26. 20Article 36 (deductions from Common Equity Tier 1 items) Repealed
  27. 21Article 47c (deduction for non-performing exposures) Repealed
  28. 22Article 52 (additional Tier 1 instruments) Repealed
  29. 23Article 54 (write down or conversion of Additional Tier 1 instruments) Repealed
  30. 24Article 63 (Tier 2 instruments) Repealed
  31. 25Article 72a (eligible liabilities items) Repealed
  32. 26Article 72b (eligible liabilities instruments) Repealed
  33. 27Article 72e (deductions from eligible liabilities items) Repealed
  34. 28Article 78 (supervisory permission to reduce own funds) Repealed
  35. 29Article 78a (permission to reduce eligible liabilities instruments) Repealed
  36. 30Article 81 (minority interests that qualify for inclusion in consolidated Common Equity Tier 1 capital) Repealed
  37. 31Article 82 (qualifying Additional Tier 1, Tier 1, Tier 2 capital and qualifying own funds) Repealed
  38. 32Article 92a (requirements for own funds and eligible liabilities for G-SIIs) Repealed
  39. 33Article 92b (requirement for own funds and eligible liabilities for non-EU G-SIIs) Repealed
  40. 34Article 117 (exposures to multilateral development banks) Repealed
  41. 35Article 118 (exposures to international organisations) Repealed
  42. 36Article 124 (exposures secured by mortgages on immovable property) Not yet in force
  43. 37Article 132a (approaches for calculating risk-weighted exposure amounts of CIUs) Repealed
  44. 38Article 164 (loss given default (LGD)) Not yet in force
  45. 39Article 277 (transactions with a linear risk profile) Repealed
  46. 40Article 279a (supervisory delta) Repealed
  47. 41Article 325 (approaches for calculating the own funds requirements for market risk) Repealed
  48. 42Article 325g (own funds requirements for curvature risk) Repealed
  49. 43Article 325h (aggregation of risk-class specific own funds requirements for delta, vega and curvature risks) Repealed
  50. 44Article 325i (treatment of index instruments and multi-underlying options) Repealed
  51. 45Article 325j (treatment of collective investment undertakings) Repealed
  52. 46Article 325u (own funds requirements for residual risks) Repealed
  53. 47Article 325w (gross jump-to-default amounts) Repealed
  54. 48Article 325ae (risk weights for general interest rate risk) Repealed
  55. 49Article 325ag (correlations across buckets for general interest rate risk) Repealed
  56. 50Article 325ah (risk weights for credit spread risk for non-securitisations) Repealed
  57. 51Article 325ak (risk weights for credit spread risk for securitisations included in the ACTP) Repealed
  58. 52Article 325ap (risk weights for equity risk) Repealed
  59. 53Article 325as (risk weights for commodity risk) Repealed
  60. 54Article 325av (risk weights for foreign exchange risk) Repealed
  61. 55Article 325az (alternative internal model approach and permission to use alternative internal models) Repealed
  62. 56Article 325bc (partial expected shortfall calculations) Repealed
  63. 57Article 325bd (liquidity horizons) Repealed
  64. 58Article 325be (assessment of the modellability of risk factors) Repealed
  65. 59Article 325bf (regulatory back-testing requirements and multiplication factors) Repealed
  66. 60Article 325bg (profit and loss attribution requirement) Repealed
  67. 61Article 325bh (requirements on risk measurement) Repealed
  68. 62Article 325bk (calculation of stress scenario risk measure) Repealed
  69. 63Article 325bp (particular requirements for an internal default risk model) Repealed
  70. 64Article 390 (calculation of the exposure value) Repealed
  71. 65Article 391 (definition of an institution for large exposures purposes) Repealed
  72. 66Article 394 (reporting requirements) Repealed
  73. 67Article 396 (compliance with large exposures requirements) Repealed
  74. 68Article 403 (substitution approach) Repealed
  75. 69Article 415 (reporting obligation and reporting format) Repealed
  76. 70Article 419 (currencies with constraints on the availability of liquid assets) Repealed
  77. 71Article 430 (reporting on prudential requirements and financial information) Repealed
  78. 72Article 430b (specific reporting requirements for market risk) Repealed
  79. 73Article 430c (feasibility report on the integrated reporting system) Repealed
  80. 74Article 434a (uniform disclosure formats) Repealed
  81. 75Article 460 (liquidity) Repealed
  82. 76Article 461a (alternative standardised approach for market risk) Repealed
  83. 77Article 497 (own funds requirements for exposures to CCPs) Repealed
  84. 78Article 500 (adjustment for massive disposals) Repealed
  85. 79Article 501a (adjustment to own funds requirements for credit risk for exposures to entities that operate or finance physical structures or facilities, systems and networks that provide or support essential public services) Repealed
  86. 80Article 501b (derogation from reporting requirements) Repealed
  87. 81Article 519c (compliance tool) Repealed
  88. Signature
  89. Explanatory note