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Chapter 1 Amendment of the Capital Requirements Regulation

Original text. Later amendments are not shown.

  1. 61Amendments to the Capital Requirements Regulation
  2. 62Article 1 (scope)
  3. 63Article 2 (supervisory powers)
  4. 64Article 4(1) (definitions)
  5. 65Article 4(2) (definitions)
  6. 66Article 4A and 4B (insertion of new paragraphs)
  7. 67Article 6 (general principles)
  8. 68Article 7 (derogation from the application of prudential requirements on an individual basis)
  9. 69Article 8 (derogation from the application of liquidity requirements on an individual basis)
  10. 70Article 9 (individual consolidation method)
  11. 71Article 10 (waiver for credit institutions permanently affiliated to a central body)
  12. 72Article 11 (general treatment)
  13. 73Article 13 (application of disclosure requirements on a consolidated basis)
  14. 74Article 14 (application of requirements of Part Five on a consolidated basis)
  15. 75Article 15 (derogation from the application of own funds requirements on a consolidated basis for groups of investment firms)
  16. 76Article 17 (supervision of investment firms waived from the application of own funds requirements on a consolidated basis)
  17. 77Article 18 (methods for prudential consolidation)
  18. 78Article 19 (entities excluded from the scope of prudential consolidation)
  19. 79Article 20 (joint decisions on prudential requirements)
  20. 80Article 21 (joint decisions on the level of application of liquidity requirements)
  21. 81Article 23 (undertakings in third countries)
  22. 82Article 26 (Common Equity Tier 1 items)
  23. 83Article 27 (capital instruments of mutual, cooperative societies, savings institutions or similar institutions in Common Equity Tier 1 items)
  24. 84Article 28 (Common Equity Tier 1 instruments)
  25. 85Article 29 (capital instruments issued by mutuals, cooperative societies, savings institutions and similar institutions)
  26. 86Article 31 (capital instruments subscribed by public authorities in emergency situations)
  27. 87Article 33 (cash flow hedges and changes in the value of own liabilities)
  28. 88Article 36 (deductions from Common Equity Tier 1 items)
  29. 89Article 38 (deduction of deferred tax assets that rely on future profitability)
  30. 90Article 39 (tax overpayments, tax loss carry backs and deferred tax assets that do not rely on future profitability)
  31. 91Article 49 (requirement for deduction where consolidation, supplementary supervision or institutional protection schemes are applied)
  32. 92Article 52 (additional Tier 1 instruments)
  33. 93Article 77 (conditions for reducing own funds)
  34. 94Article 78 (supervisory permission for reducing own funds)
  35. 95Article 80 (continuing review of quality of own funds)
  36. 96Article 81 (minority interests that qualify for inclusion in consolidated Common Equity Tier 1 capital)
  37. 97Article 82 (qualifying Additional Tier 1, Tier 1, Tier 2 capital and qualifying own funds)
  38. 98Article 84 (minority interests included in consolidated Common Equity Tier 1 capital)
  39. 99Article 85 (qualifying Tier 1 instruments included in consolidated Tier 1 capital)
  40. 100Article 87 (qualifying own funds included in consolidated own funds)
  41. 101Article 89 (risk weighting and prohibition of qualifying holdings outside the financial sector)
  42. 102Article 91 (exceptions)
  43. 103Article 95 (own funds requirements for investment first with limited authorisation to provide investment services)
  44. 104Article 96 (own funds requirements for investment firms which hold initial capital)
  45. 105Article 97 (own funds based on fixed overheads)
  46. 106Article 98 (own funds for investment firms on a consolidated basis)
  47. 107Article 99 (reporting on own funds requirements and financial information)
  48. 108Article 100 (additional reporting requirements)
  49. 109Article 101 (specific reporting requirements)
  50. 110Article 107 (approaches to credit risk)
  51. 111Article 113 (calculation of risk weighted exposure amounts)
  52. 112Article 114 (exposures to central governments or central banks)
  53. 113Article 115 (exposures to regional governments or local authorities)
  54. 114Article 116 (exposures to public sector entities)
  55. 115Article 117 (exposures to multilateral development banks)
  56. 116Article 118 (exposures to international organisations)
  57. 117Article 119 (exposures to institutions)
  58. 118Article 123 (retain exposures)
  59. 119Article 124 (exposures secured by mortgages on immovable property)
  60. 120Article 125 (exposures fully and completely secured by mortgages on residential property)
  61. 121Article 126 (exposures fully and completely secured by mortgages on commercial immovable property)
  62. 122Article 128 (items associated with particular high risk)
  63. 123Article 129 (exposures in the form of covered bonds)
  64. 124Article 132 (exposures in the form of units or shares in CIUs)
  65. 125Article 134 (other items)
  66. 126Article 135 (use of credit assessments by ECAIs)
  67. 127Article 138 (general requirements)
  68. 128Article 142 (definitions)
  69. 129Article 150 (conditions for permanent partial use)
  70. 130Article 154 (risk weighted exposure amounts for retail exposures)
  71. 131Article 160 (probability of default)
  72. 132Article 162 (maturity)
  73. 133Article 164 (loss given default)
  74. 134Article 178 (default of an obligor)
  75. 135Article 192 (definitions)
  76. 136Article 197 (eligibility of collateral under all approaches and methods)
  77. 137Article 199 (additional eligibility for collateral under the IRB Approach)
  78. 138Article 201 (eligibility of protection providers under all approaches)
  79. 139Article 202 (eligibility of protection providers under the IRB Approach which qualify for the treatment set out in Article 153(3))
  80. 140Article 212 (requirements for other funded credit protection)
  81. 141Article 224 (supervisory volatility adjustment under the Financial Collateral Comprehensive Method)
  82. 142Article 227 (conditions for applying a 0% volatility adjustment under the Financial Collateral Comprehensive Method)
  83. 143Article 229 (valuation principles for other eligible collateral under the IRB approach)
  84. 144Article 230 (calculating risk-weighted exposures amounts and expected loss amounts for other eligible collateral under the IRB Approach)
  85. 145Article 277 (transactions with a linear risk profile)
  86. 146Article 290 (stress testing)
  87. 147Article 292 (integrity of the modelling process)
  88. 148Article 295 (recognition of contractual netting as risk-reducing)
  89. 149Article 296 (recognition of contractual netting agreements)
  90. 150Article 299 (items in the trading book)
  91. 151Article 311 (own funds requirements for exposures to CCPs that cease to meet certain conditions)
  92. 152Article 312 (permission and notification)
  93. 153Article 315 (own funds requirement)
  94. 154Article 316 (relevant indicator)
  95. 155Article 317 (own funds requirement)
  96. 156Article 323 (impact of insurance and other risk transfer mechanisms)
  97. 157Article 325 (allowances for consolidated requirements)
  98. 158Article 327 (netting)
  99. 159Article 329 (options and warrants)
  100. 160Article 336 (own funds requirements for non-securitisation debt instruments)
  101. 161Article 340 (duration-based calculation of general risk)
  102. 162Article 344 (stock indices)
  103. 163Article 349 (general criteria for CIUs)
  104. 164Article 354 (closely correlated currencies)
  105. 165Article 365 (VaR and stressed VaR calculation)
  106. 166Article 372 (requirement to have an internal IRC model)
  107. 167Article 377 (requirements for an internal model for correlation trading)
  108. 168Article 382 (scope)
  109. 169Article 383 (advanced method)
  110. 170Article 391 (definition of an institution for large exposures purposes)
  111. 171Article 395 (limits to large exposures)
  112. 172Article 396 (compliance with large exposures requirements)
  113. 173Article 400 (exemptions)
  114. 174Article 402 (exposures arising from mortgage lending)
  115. 175Article 411 (definitions)
  116. 176Article 412 (liquidity coverage requirements)
  117. 177Article 413 (stable funding)
  118. 178Article 415 (reporting obligation and reporting format)
  119. 179Article 416 (reporting on liquid assets)
  120. 180Article 419 (currencies with constraints on the availability of liquid assets)
  121. 181Article 420 (liquidity outflows)
  122. 182Article 421 (outflows on retail deposits)
  123. 183Article 422 (outflows on other liabilities)
  124. 184Article 424 (outflows from credit and liquidity facilities)
  125. 185Article 425 (inflows)
  126. 186Article 427 (items providing stable funding)
  127. 187Article 428 (items requiring stable funding)
  128. 188Article 429 (calculation of the leverage ratio)
  129. 189Article 430 (reporting requirement)
  130. 190Article 432 (non-material, proprietary or confidential information)
  131. 191Article 433 (frequency of disclosure)
  132. 192Article 436 (scope of application)
  133. 193Article 438 (capital requirements)
  134. 194Article 440 (capital buffers)
  135. 195Article 441 (indicators of global systemic importance)
  136. 196Article 443 (unencumbered assets)
  137. 197Article 444 (use of ECAIs)
  138. 198Article 450 (remuneration policy)
  139. 199Article 452 (use of the IRB Approach to credit risk)
  140. 200Heading of Part 9
  141. 201Article 458 (macroprudential or systemic risk identified at the level of a Member State)
  142. 202Article 462 (exercise of the delegation)
  143. 203Article 463 (objections to regulatory technical standards)
  144. 204Article 464 (European Banking Committee)
  145. 205Article 464A and 464B (insertion of new paragraphs)
  146. 206Article 473a (introduction of IFRS 9)
  147. 207Article 483 (grandfathering of State aid instruments)
  148. 208Article 484 (eligibility for grandfathering of items)
  149. 209Article 485 (eligibility for inclusion in Common Equity Tier 1)
  150. 210Article 493 (transitional provisions for large exposures)
  151. 211Article 497 (own funds requirements for exposures to CCPs)
  152. 212Article 498 (exemption for Commodities dealers)
  153. 213Article 501 (capital requirements deduction for credit risk on exposures to SMEs)
  154. 214Article 502 to 519 (reports and reviews)
  155. 215Article 521 (entry into force and date of application)
  156. 216Article 522 (insertion of new paragraph)
  157. 217Annex I (classification of off-balance sheet items)
  158. 218Annex II (types of derivative)
  159. 219Annex III (items subject to supplementary reporting of liquid assets)