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Division 3 CALCULATION OF RISK-WEIGHTED EXPOSURE AMOUNTS UNDER THE INTERNAL RATINGS BASED APPROACHF1

United Kingdom Repealed

Original text. Later amendments are not shown.

  1. 3.1Hierarchy of methods
  2. 3.2Maximum risk-weighted exposure amounts
  3. 3.3Ratings Based Method
  4. 3.4Supervisory Formula Method
  5. 3.5Liquidity Facilities
  6. 3.6Recognition of credit risk mitigation in respect of securitisation positions
  7. 3.7Additional capital requirements for securitisations of revolving exposures with early amortisation provisions
  8. 3.8Reduction in risk-weighted exposure amounts

Annotations

Textual amendments

F1

Repealed by Directive 2013/36/EU of the European Parliament and of the Council of 26 June 2013 on access to the activity of credit institutions and the prudential supervision of credit institutions and investment firms, amending Directive 2002/87/EC and repealing Directives 2006/48/EC and 2006/49/EC (Text with EEA relevance).